+9.4%
TMO vs FIS
-65.0%
+74.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.7% |
| 7D | -2.5% | -8.9% | +6.4% | 0.0% |
| 30D | -0.3% | -9.9% | +9.6% | +2.4% |
| 3M | +25.3% | 0.0% | +25.3% | +24.5% |
| 6M | +20.9% | -22.9% | +43.8% | +29.1% |
| YTD | +4.3% | -40.9% | +45.2% | +19.6% |
| 1Y | +27.0% | -40.4% | +67.5% | +45.2% |
| 3Y | +17.5% | -25.4% | +42.9% | +26.0% |
| All | +9.4% | -65.0% | +74.4% | +32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling