+14.0%
TFC vs FIS
-55.3%
+69.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.1% | +5.4% | -0.3% |
| 7D | +0.1% | -3.5% | +3.6% | +0.3% |
| 30D | +8.6% | -19.4% | +28.1% | +9.0% |
| 3M | -4.3% | -31.6% | +27.2% | -1.8% |
| 6M | +5.4% | -32.5% | +38.0% | +7.9% |
| YTD | +4.5% | -56.0% | +60.5% | +17.1% |
| 1Y | +14.0% | -55.5% | +69.5% | +27.4% |
| All | +14.0% | -55.3% | +69.3% | +27.4% |
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