-18.3%
TE vs FIS
-22.6%
+4.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -5.9% | +15.9% | +11.1% |
| 7D | +18.2% | -3.5% | +21.7% | +18.7% |
| 30D | -13.5% | -7.8% | -5.7% | -12.3% |
| 3M | -44.6% | +0.8% | -45.4% | -46.6% |
| 6M | -24.7% | -21.9% | -2.8% | -19.2% |
| YTD | -24.3% | -39.5% | +15.2% | -5.7% |
| 1Y | +155.6% | -41.0% | +196.5% | +223.6% |
| 3Y | -18.3% | -23.6% | +5.4% | -31.4% |
| All | -18.3% | -22.6% | +4.4% | -31.4% |
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