+462.1%
TTMI vs FIS
-37.3%
+499.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +6.7% | +2.2% | +9.6% |
| 7D | +7.2% | +1.5% | +5.7% | +7.3% |
| 30D | -28.7% | -11.8% | -16.8% | -28.6% |
| 3M | -39.8% | -28.5% | -11.3% | -41.3% |
| 6M | -51.7% | -27.0% | -24.7% | -52.7% |
| YTD | +14.1% | -53.1% | +67.2% | +20.2% |
| 1Y | +16.0% | -52.8% | +68.7% | +21.8% |
| All | +462.1% | -37.3% | +499.5% | +355.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling