+688.5%
TGT vs FIS
+374.5%
+314.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.6% |
| 7D | +0.8% | +1.1% | -0.3% | +0.4% |
| 30D | +12.2% | -2.2% | +14.4% | +13.0% |
| 3M | +33.8% | +2.1% | +31.7% | +32.2% |
| 6M | +39.3% | -14.7% | +54.0% | +45.8% |
| YTD | +72.9% | -35.7% | +108.6% | +99.6% |
| 1Y | +84.6% | -37.1% | +121.6% | +114.3% |
| 3Y | +46.2% | -20.0% | +66.2% | +52.8% |
| 5Y | -21.3% | -62.1% | +40.8% | +3.3% |
| 10Y | +213.5% | -37.4% | +250.9% | +222.5% |
| All | +688.5% | +374.5% | +314.0% | +264.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling