-20.7%
TLT vs FIS
-40.5%
+19.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.9% | +5.9% | -0.2% |
| 7D | +0.4% | -3.5% | +3.9% | +0.3% |
| 30D | -0.3% | -7.8% | +7.5% | -0.6% |
| 3M | -1.7% | +0.8% | -2.6% | -1.6% |
| 6M | -4.9% | -21.9% | +17.0% | -5.7% |
| YTD | -2.8% | -39.5% | +36.7% | -4.5% |
| 1Y | -4.2% | -41.0% | +36.8% | -6.0% |
| 3Y | -1.1% | -23.6% | +22.5% | -1.1% |
| 5Y | -33.7% | -65.6% | +31.9% | -37.8% |
| 10Y | -20.7% | -40.2% | +19.5% | -21.9% |
| All | -20.7% | -40.5% | +19.8% | -21.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling