+9.2%
TT vs FIS
-37.2%
+46.4%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.4% |
| 7D | -0.2% | +1.1% | -1.3% | 0.0% |
| 30D | -7.4% | -2.2% | -5.2% | -7.7% |
| 3M | -3.2% | +2.1% | -5.3% | -2.6% |
| 6M | +1.1% | -14.7% | +15.8% | -0.3% |
| YTD | +15.6% | -35.7% | +51.3% | +12.9% |
| 1Y | +9.2% | -37.1% | +46.2% | +5.8% |
| All | +9.2% | -37.2% | +46.4% | +5.8% |
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