+753.3%
TT vs FIS
-54.4%
+807.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.6% | +3.0% |
| 7D | -2.0% | -25.5% | +23.5% | +4.6% |
| 30D | -14.0% | -15.1% | +1.0% | -11.7% |
| 3M | -15.9% | -32.1% | +16.2% | -8.3% |
| 6M | -17.3% | -36.1% | +18.7% | -9.2% |
| YTD | +4.0% | -55.4% | +59.3% | +26.9% |
| 1Y | -7.1% | -53.9% | +46.8% | +12.1% |
| 3Y | +90.2% | -39.8% | +130.0% | +104.3% |
| 5Y | +131.1% | -71.1% | +202.2% | +214.5% |
| All | +753.3% | -54.4% | +807.7% | +852.6% |
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