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  • FIS vs TPR✓SelectedUSD · TPRFIS vs TPR performance historyLatest closeAs of-0.92%09/04
Stock and ETF performance explorer

FIS vs TPR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+376.5%
TPR return
+4,211.8%
Excess return
-3,835.3%
Maximum drawdown
-72.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioTPRExcessAlpha
1D-0.9%0.0%-0.9%-0.9%
7D+1.1%-2.3%+3.4%+1.7%
30D-2.2%-23.0%+20.8%+3.8%
3M+2.1%-12.5%+14.6%+4.7%
6M-14.7%-21.4%+6.8%-10.9%
YTD-35.7%-3.5%-32.2%-36.6%
1Y-37.1%+17.4%-54.4%-41.4%
3Y-20.0%+291.3%-311.3%-48.4%
5Y-62.1%+241.9%-304.0%-75.4%
10Y-37.4%+322.7%-360.1%-66.6%
All+376.5%+4,211.8%-3,835.3%+28.7%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling