+396.5%
TTMI vs FIS
-53.2%
+449.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.2% | -7.0% | -4.1% |
| 7D | +11.4% | +2.8% | +8.6% | +10.4% |
| 30D | -28.3% | -16.7% | -11.6% | -25.6% |
| 3M | -46.7% | -32.3% | -14.4% | -41.0% |
| 6M | -56.1% | -29.1% | -27.1% | -53.4% |
| YTD | +7.4% | -54.1% | +61.5% | +33.9% |
| 1Y | +17.4% | -53.7% | +71.1% | +45.7% |
| 3Y | +429.1% | -38.8% | +468.0% | +456.7% |
| 5Y | +418.8% | -71.1% | +489.9% | +643.1% |
| All | +396.5% | -53.2% | +449.7% | +348.5% |
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