+419.8%
TXN vs FIS
-40.5%
+460.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.0% | +4.8% | +4.2% |
| 7D | +4.0% | -9.0% | +12.9% | +7.3% |
| 30D | -2.9% | -9.0% | +6.2% | 0.0% |
| 3M | -9.1% | -0.5% | -8.5% | -10.3% |
| 6M | +36.6% | -23.1% | +59.7% | +46.8% |
| YTD | +57.5% | -41.5% | +98.9% | +88.4% |
| 1Y | +49.5% | -42.2% | +91.7% | +79.5% |
| 3Y | +76.5% | -26.3% | +102.9% | +86.8% |
| 5Y | +62.4% | -65.2% | +127.6% | +133.4% |
| All | +419.8% | -40.5% | +460.2% | +468.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling