-56.1%
TTMI vs FIS
-29.3%
-26.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.2% | -7.0% | -1.4% |
| 7D | +11.4% | +2.8% | +8.6% | +12.5% |
| 30D | -28.3% | -16.7% | -11.6% | -27.6% |
| 3M | -46.7% | -32.3% | -14.4% | -57.3% |
| 6M | -56.1% | -29.1% | -27.1% | -60.7% |
| All | -56.1% | -29.3% | -26.9% | -60.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling