+270.5%
TFC vs FIS
+374.5%
-104.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.5% |
| 7D | +2.4% | +1.1% | +1.3% | +1.9% |
| 30D | -1.3% | -2.2% | +0.9% | -0.4% |
| 3M | +6.1% | +2.1% | +3.9% | +4.1% |
| 6M | +7.3% | -14.7% | +22.0% | +13.7% |
| YTD | +8.2% | -35.7% | +43.9% | +31.2% |
| 1Y | +14.4% | -37.1% | +51.5% | +39.8% |
| 3Y | +93.7% | -20.0% | +113.7% | +105.5% |
| 5Y | +16.4% | -62.1% | +78.5% | +69.7% |
| 10Y | +101.6% | -37.4% | +138.9% | +129.3% |
| All | +270.5% | +374.5% | -104.0% | +80.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling