+21.3%
TFC vs FIS
-50.5%
+71.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -23.7% | +26.6% | +4.6% |
| 7D | +5.1% | -18.4% | +23.5% | +5.7% |
| 30D | +9.8% | -11.4% | +21.2% | +9.0% |
| 3M | -2.4% | -32.0% | +29.5% | +0.6% |
| 6M | +4.9% | -35.6% | +40.5% | +8.3% |
| YTD | +6.6% | -53.8% | +60.4% | +19.0% |
| 1Y | +21.3% | -51.1% | +72.4% | +33.7% |
| All | +21.3% | -50.5% | +71.8% | +33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling