-4.5%
TT vs FIS
-50.5%
+46.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -23.7% | +22.0% | -4.7% |
| 7D | -8.5% | -18.4% | +10.0% | -9.9% |
| 30D | -12.8% | -11.4% | -1.4% | -12.7% |
| 3M | -12.9% | -32.0% | +19.1% | -17.2% |
| 6M | -15.2% | -35.6% | +20.4% | -19.3% |
| YTD | +6.2% | -53.8% | +60.0% | -1.9% |
| 1Y | -4.5% | -51.1% | +46.5% | -13.1% |
| All | -4.5% | -50.5% | +46.0% | -13.1% |
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