+43.3%
TGT vs FIS
-26.4%
+69.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.4% | +0.2% | -2.2% |
| 7D | -3.6% | -9.1% | +5.5% | -1.0% |
| 30D | +4.4% | -10.4% | +14.9% | +7.6% |
| 3M | +25.4% | -3.7% | +29.1% | +26.2% |
| 6M | +33.4% | -24.8% | +58.1% | +43.8% |
| YTD | +65.6% | -41.6% | +107.1% | +93.8% |
| 1Y | +80.3% | -42.7% | +123.0% | +112.0% |
| All | +43.3% | -26.4% | +69.8% | +43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling