+4,704.1%
TT vs FIS
+374.5%
+4,329.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.0% |
| 7D | -0.2% | +1.1% | -1.3% | -0.7% |
| 30D | -7.4% | -2.2% | -5.2% | -6.7% |
| 3M | -3.2% | +2.1% | -5.3% | -5.3% |
| 6M | +1.1% | -14.7% | +15.8% | +5.6% |
| YTD | +15.6% | -35.7% | +51.3% | +35.8% |
| 1Y | +9.2% | -37.1% | +46.2% | +28.8% |
| 3Y | +124.4% | -20.0% | +144.4% | +130.1% |
| 5Y | +138.0% | -62.1% | +200.1% | +222.4% |
| 10Y | +886.4% | -37.4% | +923.8% | +883.5% |
| All | +4,704.1% | +374.5% | +4,329.6% | +1,788.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling