+128.4%
TLT vs FIS
+133.7%
-5.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -0.3% | -27.4% | +27.1% | -2.7% |
| 30D | +3.7% | -16.8% | +20.6% | +2.5% |
| 3M | -0.7% | -32.6% | +32.0% | -3.6% |
| 6M | -4.2% | -33.4% | +29.2% | -7.0% |
| YTD | -4.0% | -56.0% | +52.1% | -10.0% |
| 1Y | -5.8% | -55.1% | +49.3% | -11.6% |
| 3Y | +4.1% | -41.4% | +45.5% | +1.0% |
| 5Y | -34.8% | -72.7% | +37.9% | -41.0% |
| 10Y | -12.3% | -55.5% | +43.1% | -13.7% |
| All | +128.4% | +133.7% | -5.3% | +185.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling