-48.5%
TE vs FIS
-68.4%
+19.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -5.9% | +15.9% | +11.1% |
| 7D | +18.2% | -3.5% | +21.7% | +18.8% |
| 30D | -13.5% | -7.8% | -5.7% | -12.3% |
| 3M | -44.6% | +0.8% | -45.4% | -45.7% |
| 6M | -24.7% | -21.9% | -2.8% | -21.8% |
| YTD | -24.3% | -39.5% | +15.2% | -15.8% |
| 1Y | +155.6% | -41.0% | +196.5% | +186.5% |
| 3Y | -18.3% | -23.6% | +5.4% | -13.2% |
| 5Y | -41.3% | -65.6% | +24.3% | -32.2% |
| All | -48.5% | -68.4% | +19.9% | -40.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling