+376.5%
FIS vs TPR
+4,211.8%
-3,835.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 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