+172.6%
TTMI vs FIS
-37.2%
+209.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.9% | +9.8% | +8.2% |
| 7D | +5.9% | +1.1% | +4.8% | +6.8% |
| 30D | -4.3% | -2.2% | -2.1% | -5.6% |
| 3M | -32.0% | +2.1% | -34.2% | -29.0% |
| 6M | +19.5% | -14.7% | +34.1% | +17.1% |
| YTD | +82.0% | -35.7% | +117.7% | +50.4% |
| 1Y | +172.6% | -37.1% | +209.7% | +123.4% |
| All | +172.6% | -37.2% | +209.8% | +123.4% |
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 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