+843.5%
TTMI vs FIS
-64.6%
+908.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -5.9% | +8.9% | +4.1% |
| 7D | +12.2% | -3.5% | +15.6% | +12.8% |
| 30D | -5.7% | -7.8% | +2.1% | -4.5% |
| 3M | -27.5% | +0.8% | -28.3% | -28.9% |
| 6M | +47.1% | -21.9% | +69.0% | +53.6% |
| YTD | +87.5% | -39.5% | +127.0% | +111.8% |
| 1Y | +175.2% | -41.0% | +216.2% | +212.0% |
| 3Y | +901.9% | -23.6% | +925.6% | +903.6% |
| 5Y | +843.5% | -65.6% | +909.1% | +1,021.1% |
| All | +843.5% | -64.6% | +908.1% | +1,021.1% |
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