-25.8%
TE vs FIS
-50.5%
+24.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -23.7% | +20.1% | -11.9% |
| 7D | +3.8% | -18.4% | +22.2% | -1.3% |
| 30D | -26.2% | -11.4% | -14.8% | -26.2% |
| 3M | -49.7% | -32.0% | -17.7% | -56.0% |
| 6M | -46.5% | -35.6% | -10.9% | -51.1% |
| YTD | -59.1% | -53.8% | -5.3% | -58.3% |
| 1Y | -25.8% | -51.1% | +25.3% | -34.2% |
| All | -25.8% | -50.5% | +24.7% | -34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling