+2.8%
TLT vs FIS
-38.7%
+41.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.6% | -0.6% |
| 7D | -3.1% | +2.8% | -5.9% | -3.2% |
| 30D | +1.0% | -16.7% | +17.8% | +1.4% |
| 3M | -2.7% | -32.3% | +29.6% | -1.4% |
| 6M | -4.1% | -29.1% | +24.9% | -3.2% |
| YTD | -5.4% | -54.1% | +48.8% | -1.7% |
| 1Y | -7.0% | -53.7% | +46.7% | -3.5% |
| 3Y | +2.8% | -38.8% | +41.7% | +0.7% |
| All | +2.8% | -38.7% | +41.5% | +0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling