+1,541.8%
TTMI vs FIS
+374.5%
+1,167.3%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.9% | +9.8% | +9.3% |
| 7D | +5.9% | +1.1% | +4.8% | +5.2% |
| 30D | -4.3% | -2.2% | -2.1% | -3.7% |
| 3M | -32.0% | +2.1% | -34.2% | -34.7% |
| 6M | +19.5% | -14.7% | +34.1% | +22.5% |
| YTD | +82.0% | -35.7% | +117.7% | +112.7% |
| 1Y | +172.6% | -37.1% | +209.7% | +219.0% |
| 3Y | +744.7% | -20.0% | +764.7% | +749.3% |
| 5Y | +805.6% | -62.1% | +867.7% | +1,166.0% |
| 10Y | +1,057.6% | -37.4% | +1,095.0% | +1,069.0% |
| All | +1,541.8% | +374.5% | +1,167.3% | +416.1% |
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 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