-7.4%
TLT vs FIS
-55.3%
+47.9%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.1% | +4.6% | -1.4% |
| 7D | -2.7% | -3.5% | +0.8% | -2.6% |
| 30D | +2.2% | -19.4% | +21.6% | +2.2% |
| 3M | -1.7% | -31.6% | +29.8% | -1.6% |
| 6M | -4.0% | -32.5% | +28.6% | -3.9% |
| YTD | -4.9% | -56.0% | +51.0% | -3.3% |
| 1Y | -7.4% | -55.5% | +48.2% | -5.8% |
| All | -7.4% | -55.3% | +47.9% | -5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling