-62.2%
FIS vs TPR
+239.8%
-302.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +1.1% | -2.3% | +3.4% | +1.6% |
| 30D | -2.2% | -23.0% | +20.8% | +3.0% |
| 3M | +2.1% | -12.5% | +14.6% | +4.2% |
| 6M | -14.7% | -21.4% | +6.8% | -11.3% |
| YTD | -35.7% | -3.5% | -32.2% | -36.9% |
| 1Y | -37.1% | +17.4% | -54.4% | -41.7% |
| 3Y | -20.0% | +291.3% | -311.3% | -51.7% |
| All | -62.2% | +239.8% | -302.0% | -77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling