-38.8%
FIS vs TW
+44.1%
-82.9%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.3% | +3.9% |
| 7D | +2.8% | +3.9% | -1.1% | +1.8% |
| 30D | -16.7% | +19.9% | -36.6% | -20.8% |
| 3M | -32.3% | +25.9% | -58.2% | -36.5% |
| 6M | -29.1% | +21.1% | -50.2% | -32.9% |
| YTD | -54.1% | +23.9% | -78.0% | -56.8% |
| 1Y | -53.7% | +21.2% | -75.0% | -56.2% |
| 3Y | -38.8% | +44.8% | -83.6% | -41.9% |
| All | -38.8% | +44.1% | -82.9% | -41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling