-48.8%
TE vs FIS
-55.3%
+6.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -6.1% | -1.4% | -9.5% |
| 7D | -13.6% | -3.5% | -10.1% | -14.7% |
| 30D | -37.7% | -19.4% | -18.2% | -40.6% |
| 3M | -59.8% | -31.6% | -28.2% | -64.8% |
| 6M | -66.3% | -32.5% | -33.8% | -70.0% |
| YTD | -70.5% | -56.0% | -14.5% | -73.5% |
| 1Y | -48.8% | -55.5% | +6.7% | -54.5% |
| All | -48.8% | -55.3% | +6.5% | -54.5% |
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