-60.8%
FIS vs TW
+209.8%
-270.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.6% | +1.3% |
| 7D | -8.9% | -2.7% | -6.2% | -8.0% |
| 30D | -9.9% | -1.7% | -8.2% | -9.4% |
| 3M | 0.0% | +1.6% | -1.6% | -0.9% |
| 6M | -22.9% | -17.7% | -5.2% | -18.2% |
| YTD | -40.9% | -4.3% | -36.5% | -40.4% |
| 1Y | -40.4% | -13.1% | -27.3% | -38.1% |
| 3Y | -25.4% | +20.3% | -45.6% | -32.3% |
| 5Y | -64.8% | +22.0% | -86.8% | -69.2% |
| All | -60.8% | +209.8% | -270.6% | -74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling