+88.6%
TGT vs FIS
-50.5%
+139.1%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -23.7% | +29.3% | +7.4% |
| 7D | +9.5% | -18.4% | +27.9% | +9.8% |
| 30D | +6.6% | -11.4% | +18.0% | +5.3% |
| 3M | +11.0% | -32.0% | +43.0% | +15.2% |
| 6M | +29.9% | -35.6% | +65.5% | +34.7% |
| YTD | +71.4% | -53.8% | +125.2% | +95.9% |
| 1Y | +88.6% | -51.1% | +139.7% | +107.1% |
| All | +88.6% | -50.5% | +139.1% | +107.1% |
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