+309.2%
T vs FIS
+224.4%
+84.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | +2.6% | -27.4% | +30.0% | +10.7% |
| 30D | -1.1% | -16.8% | +15.8% | +2.6% |
| 3M | -7.7% | -32.6% | +24.9% | +1.5% |
| 6M | -10.6% | -33.4% | +22.8% | -1.7% |
| YTD | -7.5% | -56.0% | +48.6% | +13.5% |
| 1Y | -7.4% | -55.1% | +47.7% | +12.8% |
| 3Y | +63.1% | -41.4% | +104.5% | +79.7% |
| 5Y | +55.2% | -72.7% | +127.9% | +106.8% |
| 10Y | +58.8% | -55.5% | +114.3% | +76.9% |
| All | +309.2% | +224.4% | +84.8% | +157.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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