+97.2%
TFC vs FIS
-41.9%
+139.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | +0.9% |
| 7D | -1.3% | -9.1% | +7.8% | +3.4% |
| 30D | -2.3% | -10.4% | +8.1% | +2.9% |
| 3M | +2.5% | -3.7% | +6.2% | +3.4% |
| 6M | +9.5% | -24.8% | +34.2% | +23.9% |
| YTD | +5.1% | -41.6% | +46.6% | +35.1% |
| 1Y | +15.5% | -42.7% | +58.2% | +49.6% |
| 3Y | +95.2% | -26.2% | +121.4% | +113.7% |
| 5Y | +14.5% | -66.1% | +80.6% | +84.8% |
| 10Y | +97.2% | -40.9% | +138.1% | +167.9% |
| All | +97.2% | -41.9% | +139.1% | +167.9% |
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