+73.5%
TFC vs FIS
-55.0%
+128.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.1% | +5.4% | +2.1% |
| 7D | +0.1% | -3.5% | +3.6% | +1.5% |
| 30D | +8.6% | -19.4% | +28.1% | +16.2% |
| 3M | -4.3% | -31.6% | +27.2% | +10.5% |
| 6M | +5.4% | -32.5% | +38.0% | +21.5% |
| YTD | +4.5% | -56.0% | +60.5% | +48.4% |
| 1Y | +14.0% | -55.5% | +69.5% | +60.9% |
| 3Y | +93.4% | -41.3% | +134.7% | +126.7% |
| 5Y | +0.5% | -72.3% | +72.7% | +70.2% |
| All | +73.5% | -55.0% | +128.6% | +164.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling