-82.0%
TE vs FIS
-72.9%
-9.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -6.1% | -1.4% | -6.1% |
| 7D | -13.6% | -3.5% | -10.1% | -12.8% |
| 30D | -37.7% | -19.4% | -18.2% | -35.3% |
| 3M | -59.8% | -31.6% | -28.2% | -56.6% |
| 6M | -66.3% | -32.5% | -33.8% | -64.3% |
| YTD | -70.5% | -56.0% | -14.5% | -63.2% |
| 1Y | -48.8% | -55.5% | +6.7% | -36.3% |
| 3Y | +31.3% | -41.3% | +72.6% | +46.4% |
| 5Y | -82.0% | -72.3% | -9.8% | -73.5% |
| All | -82.0% | -72.9% | -9.1% | -73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling