+677.0%
TGT vs FIS
+225.0%
+452.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.1% | +5.0% | +1.0% |
| 7D | +2.6% | -3.5% | +6.1% | +3.7% |
| 30D | +6.6% | -19.4% | +26.0% | +12.4% |
| 3M | +5.2% | -31.6% | +36.8% | +17.2% |
| 6M | +35.3% | -32.5% | +67.9% | +50.8% |
| YTD | +70.3% | -56.0% | +126.3% | +119.2% |
| 1Y | +81.2% | -55.5% | +136.7% | +132.2% |
| 3Y | +66.9% | -41.3% | +108.3% | +90.0% |
| 5Y | -27.2% | -72.3% | +45.1% | +4.3% |
| 10Y | +206.6% | -55.0% | +261.6% | +245.3% |
| All | +677.0% | +225.0% | +452.0% | +300.3% |
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 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