+897.1%
TTMI vs FIS
+225.0%
+672.2%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.1% | +3.0% | -0.3% |
| 7D | +22.6% | -3.5% | +26.1% | +24.5% |
| 30D | -34.3% | -19.4% | -14.9% | -29.6% |
| 3M | -44.8% | -31.6% | -13.2% | -36.7% |
| 6M | -53.3% | -32.5% | -20.8% | -47.8% |
| YTD | +10.6% | -56.0% | +66.5% | +48.6% |
| 1Y | +8.2% | -55.5% | +63.7% | +44.5% |
| 3Y | +435.7% | -41.3% | +477.0% | +497.3% |
| 5Y | +434.2% | -72.3% | +506.4% | +733.4% |
| 10Y | +426.4% | -55.0% | +481.4% | +496.0% |
| All | +897.1% | +225.0% | +672.2% | +260.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling