-26.5%
TMUS vs FIS
-37.2%
+10.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.5% | -3.3% |
| 7D | +0.1% | +1.1% | -1.0% | -0.1% |
| 30D | +5.3% | -2.2% | +7.5% | +5.5% |
| 3M | +3.1% | +2.1% | +1.0% | +3.0% |
| 6M | -16.5% | -14.7% | -1.8% | -17.3% |
| YTD | -9.2% | -35.7% | +26.5% | -6.6% |
| 1Y | -26.5% | -37.1% | +10.6% | -24.7% |
| All | -26.5% | -37.2% | +10.7% | -24.7% |
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