+12.6%
TE vs FIS
-41.2%
+53.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -6.1% | -1.4% | -7.0% |
| 7D | -13.6% | -3.5% | -10.1% | -13.3% |
| 30D | -37.7% | -19.4% | -18.2% | -36.9% |
| 3M | -59.8% | -31.6% | -28.2% | -58.6% |
| 6M | -66.3% | -32.5% | -33.8% | -65.7% |
| YTD | -70.5% | -56.0% | -14.5% | -63.4% |
| 1Y | -48.8% | -55.5% | +6.7% | -36.8% |
| All | +12.6% | -41.2% | +53.7% | -10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling