+66.9%
TEL vs FIS
-23.8%
+90.8%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.9% | +4.1% | -0.4% |
| 7D | -1.4% | -3.5% | +2.0% | -0.7% |
| 30D | -4.9% | -7.8% | +3.0% | -3.1% |
| 3M | +0.1% | +0.8% | -0.7% | -0.7% |
| 6M | +0.4% | -21.9% | +22.3% | +6.3% |
| YTD | -8.9% | -39.5% | +30.6% | +4.5% |
| 1Y | -0.3% | -41.0% | +40.7% | +15.1% |
| All | +66.9% | -23.8% | +90.8% | +67.9% |
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