-25.6%
TGT vs FIS
-65.9%
+40.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.4% |
| 7D | -5.0% | -8.9% | +3.8% | -2.7% |
| 30D | +3.0% | -9.9% | +13.0% | +5.8% |
| 3M | +22.6% | 0.0% | +22.6% | +22.3% |
| 6M | +31.2% | -22.9% | +54.1% | +39.5% |
| YTD | +63.7% | -40.9% | +104.6% | +86.8% |
| 1Y | +78.5% | -40.4% | +118.9% | +102.9% |
| 3Y | +40.5% | -25.4% | +65.9% | +48.7% |
| 5Y | -25.6% | -64.8% | +39.2% | -6.7% |
| All | -25.6% | -65.9% | +40.3% | -6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling