+683.8%
TEL vs FIS
+87.3%
+596.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.6% | +0.1% |
| 7D | +3.0% | +1.1% | +1.9% | +2.3% |
| 30D | -3.9% | -2.2% | -1.7% | -3.1% |
| 3M | -5.1% | +2.1% | -7.3% | -7.0% |
| 6M | +0.6% | -14.7% | +15.3% | +6.5% |
| YTD | -7.3% | -35.7% | +28.4% | +12.5% |
| 1Y | +1.1% | -37.1% | +38.2% | +23.5% |
| 3Y | +63.7% | -20.0% | +83.7% | +71.0% |
| 5Y | +50.7% | -62.1% | +112.8% | +119.8% |
| 10Y | +290.2% | -37.4% | +327.6% | +309.6% |
| All | +683.8% | +87.3% | +596.6% | +233.5% |
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 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