-0.7%
TLT vs FIS
-18.3%
+17.6%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.2% |
| 7D | -0.4% | +1.1% | -1.5% | -0.5% |
| 30D | -0.6% | -2.2% | +1.6% | -0.4% |
| 3M | -2.7% | +2.1% | -4.9% | -3.0% |
| 6M | -5.6% | -14.7% | +9.0% | -4.7% |
| YTD | -2.8% | -35.7% | +32.9% | +0.6% |
| 1Y | -1.4% | -37.1% | +35.6% | +2.1% |
| All | -0.7% | -18.3% | +17.6% | -6.5% |
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