+902.6%
TT vs FIS
-37.3%
+939.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.8% | +1.1% |
| 7D | 0.0% | +1.1% | -1.1% | -0.3% |
| 30D | -7.2% | -2.2% | -4.9% | -6.7% |
| 3M | -3.0% | +2.1% | -5.1% | -4.4% |
| 6M | +1.4% | -14.7% | +16.0% | +4.7% |
| YTD | +15.9% | -35.7% | +51.6% | +30.6% |
| 1Y | +9.4% | -37.1% | +46.5% | +23.9% |
| 3Y | +124.4% | -20.0% | +144.4% | +128.5% |
| 5Y | +138.0% | -62.1% | +200.1% | +212.5% |
| All | +902.6% | -37.3% | +939.9% | +938.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling