+131.3%
TLT vs FIS
+137.2%
-5.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | -0.2% |
| 7D | +0.1% | -25.5% | +25.6% | -2.1% |
| 30D | +6.2% | -15.1% | +21.2% | +5.1% |
| 3M | +0.1% | -32.1% | +32.2% | -2.8% |
| 6M | -3.0% | -36.1% | +33.1% | -6.1% |
| YTD | -2.7% | -55.4% | +52.7% | -8.8% |
| 1Y | -4.8% | -53.9% | +49.0% | -10.5% |
| 3Y | +6.9% | -39.8% | +46.7% | +4.0% |
| 5Y | -34.5% | -71.1% | +36.6% | -40.3% |
| 10Y | -17.3% | -53.8% | +36.5% | -18.2% |
| All | +131.3% | +137.2% | -5.9% | +189.2% |
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