+144.9%
TE vs FIS
-41.7%
+186.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.2% | -7.9% | -6.2% |
| 7D | +0.9% | -8.9% | +9.8% | -2.5% |
| 30D | -16.3% | -9.9% | -6.4% | -19.4% |
| 3M | -40.8% | 0.0% | -40.7% | -41.8% |
| 6M | -42.6% | -22.9% | -19.7% | -41.2% |
| YTD | -31.4% | -40.9% | +9.4% | -18.9% |
| 1Y | +144.9% | -40.4% | +185.4% | +183.7% |
| All | +144.9% | -41.7% | +186.6% | +183.7% |
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