-12.5%
TLT vs FIS
-54.6%
+42.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | 0.0% |
| 7D | +0.3% | -29.4% | +29.7% | -0.8% |
| 30D | +5.1% | -16.7% | +21.8% | +4.6% |
| 3M | -0.2% | -33.0% | +32.8% | -1.4% |
| 6M | -2.9% | -33.3% | +30.4% | -4.1% |
| YTD | -2.7% | -56.0% | +53.3% | -5.4% |
| 1Y | -4.6% | -54.6% | +50.0% | -7.1% |
| 3Y | +6.1% | -40.6% | +46.7% | +5.5% |
| 5Y | -35.1% | -71.9% | +36.8% | -38.9% |
| 10Y | -12.5% | -55.3% | +42.8% | -15.0% |
| All | -12.5% | -54.6% | +42.1% | -15.0% |
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 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