-65.6%
FIS vs TW
+22.4%
-88.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.0% | -2.9% | -5.0% |
| 7D | -3.5% | -3.5% | 0.0% | -2.4% |
| 30D | -7.8% | +0.5% | -8.3% | -8.0% |
| 3M | +0.8% | +4.9% | -4.1% | -0.9% |
| 6M | -21.9% | -17.1% | -4.8% | -17.8% |
| YTD | -39.5% | -3.9% | -35.6% | -39.0% |
| 1Y | -41.0% | -13.3% | -27.7% | -38.9% |
| 3Y | -23.6% | +20.9% | -44.5% | -30.0% |
| 5Y | -65.6% | +20.5% | -86.1% | -71.2% |
| All | -65.6% | +22.4% | -88.1% | -71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling