+679.6%
TGT vs FIS
+238.5%
+441.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.2% | -3.8% | -1.1% |
| 7D | +2.6% | +2.8% | -0.2% | +1.4% |
| 30D | +4.7% | -16.7% | +21.4% | +9.1% |
| 3M | +4.6% | -32.3% | +36.8% | +17.0% |
| 6M | +34.9% | -29.1% | +63.9% | +47.6% |
| YTD | +70.9% | -54.1% | +125.0% | +116.8% |
| 1Y | +84.4% | -53.7% | +138.1% | +133.0% |
| 3Y | +69.1% | -38.8% | +108.0% | +89.7% |
| 5Y | -26.9% | -71.1% | +44.2% | +3.2% |
| 10Y | +207.6% | -53.1% | +260.7% | +241.5% |
| All | +679.6% | +238.5% | +441.1% | +296.0% |
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