+2,997.9%
TMO vs FIS
+346.5%
+2,651.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.9% | +4.1% | +0.4% |
| 7D | +0.4% | -3.5% | +3.9% | +1.7% |
| 30D | +1.5% | -7.8% | +9.4% | +4.3% |
| 3M | +28.5% | +0.8% | +27.7% | +27.3% |
| 6M | +20.4% | -21.9% | +42.3% | +30.5% |
| YTD | +4.3% | -39.5% | +43.8% | +23.8% |
| 1Y | +24.1% | -41.0% | +65.1% | +48.3% |
| 3Y | +17.5% | -23.6% | +41.1% | +25.7% |
| 5Y | +6.8% | -65.6% | +72.4% | +46.0% |
| 10Y | +311.9% | -40.2% | +352.1% | +338.6% |
| All | +2,997.9% | +346.5% | +2,651.4% | +1,589.3% |
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