+203.4%
TGT vs FIS
-39.9%
+243.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.5% |
| 7D | -5.0% | -8.9% | +3.8% | -2.4% |
| 30D | +3.0% | -9.9% | +13.0% | +6.2% |
| 3M | +22.6% | 0.0% | +22.6% | +22.2% |
| 6M | +31.2% | -22.9% | +54.1% | +40.6% |
| YTD | +63.7% | -40.9% | +104.6% | +89.9% |
| 1Y | +78.5% | -40.4% | +118.9% | +106.2% |
| 3Y | +40.5% | -25.4% | +65.9% | +49.2% |
| 5Y | -25.6% | -64.8% | +39.2% | -2.5% |
| All | +203.4% | -39.9% | +243.3% | +238.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling