+132.3%
TT vs FIS
-71.2%
+203.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.2% | -5.6% | -1.9% |
| 7D | +4.0% | +2.8% | +1.2% | +3.6% |
| 30D | -11.3% | -16.7% | +5.4% | -10.0% |
| 3M | -12.3% | -32.3% | +20.0% | -8.4% |
| 6M | -10.8% | -29.1% | +18.2% | -8.0% |
| YTD | +8.2% | -54.1% | +62.3% | +20.6% |
| 1Y | +1.5% | -53.7% | +55.2% | +12.9% |
| 3Y | +91.5% | -38.8% | +130.3% | +99.6% |
| All | +132.3% | -71.2% | +203.6% | +173.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling