+25.4%
TMO vs FIS
-50.5%
+75.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -23.7% | +24.8% | +4.3% |
| 7D | +0.3% | -18.4% | +18.7% | +1.7% |
| 30D | +4.3% | -11.4% | +15.7% | +3.3% |
| 3M | +25.1% | -32.0% | +57.1% | +33.2% |
| 6M | +52.9% | -35.6% | +88.5% | +65.1% |
| YTD | +22.2% | -53.8% | +76.0% | +45.6% |
| 1Y | +25.4% | -51.1% | +76.4% | +46.1% |
| All | +25.4% | -50.5% | +75.9% | +46.1% |
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