+51.8%
TEL vs FIS
-66.7%
+118.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.3% | +0.8% |
| 7D | +1.2% | -9.1% | +10.3% | +3.9% |
| 30D | -4.1% | -10.4% | +6.3% | -1.3% |
| 3M | -2.6% | -3.7% | +1.1% | -2.2% |
| 6M | 0.0% | -24.8% | +24.8% | +7.4% |
| YTD | -9.1% | -41.6% | +32.5% | +5.2% |
| 1Y | -0.8% | -42.7% | +41.9% | +15.2% |
| 3Y | +67.4% | -26.2% | +93.6% | +77.3% |
| 5Y | +51.8% | -66.1% | +117.9% | +104.7% |
| All | +51.8% | -66.7% | +118.5% | +104.7% |
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