+84.6%
TGT vs FIS
-37.2%
+121.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | +0.8% | +1.1% | -0.3% | +0.6% |
| 30D | +12.2% | -2.2% | +14.4% | +12.6% |
| 3M | +33.8% | +2.1% | +31.7% | +33.0% |
| 6M | +39.3% | -14.7% | +54.0% | +43.0% |
| YTD | +72.9% | -35.7% | +108.6% | +91.3% |
| 1Y | +84.6% | -37.1% | +121.6% | +104.0% |
| All | +84.6% | -37.2% | +121.8% | +104.0% |
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