+17.3%
TFC vs FIS
-62.1%
+79.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | +2.4% | +1.1% | +1.3% | +2.0% |
| 30D | -1.3% | -2.2% | +0.9% | -0.6% |
| 3M | +6.1% | +2.1% | +3.9% | +4.6% |
| 6M | +7.3% | -14.7% | +22.0% | +12.7% |
| YTD | +8.2% | -35.7% | +43.9% | +27.3% |
| 1Y | +14.4% | -37.1% | +51.5% | +35.6% |
| 3Y | +93.7% | -20.0% | +113.7% | +103.0% |
| All | +17.3% | -62.1% | +79.4% | +53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling