+718.3%
TEL vs FIS
+28.2%
+690.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.1% | +5.4% | +2.1% |
| 7D | +5.6% | -3.5% | +9.1% | +7.0% |
| 30D | +0.9% | -19.4% | +20.3% | +8.1% |
| 3M | +2.1% | -31.6% | +33.7% | +17.8% |
| 6M | +2.7% | -32.5% | +35.2% | +18.1% |
| YTD | -3.2% | -56.0% | +52.7% | +35.9% |
| 1Y | -10.6% | -55.5% | +44.9% | +24.8% |
| 3Y | +79.8% | -41.3% | +121.1% | +110.0% |
| 5Y | +43.3% | -72.3% | +115.5% | +133.4% |
| 10Y | +287.5% | -55.0% | +342.4% | +357.2% |
| All | +718.3% | +28.2% | +690.0% | +302.6% |
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