+44.3%
TXN vs FIS
-41.7%
+86.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.2% | -0.8% |
| 7D | +2.0% | -8.9% | +10.9% | -0.2% |
| 30D | -8.0% | -9.9% | +1.9% | -10.1% |
| 3M | -7.8% | 0.0% | -7.7% | -7.3% |
| 6M | +32.4% | -22.9% | +55.3% | +30.1% |
| YTD | +51.7% | -40.9% | +92.6% | +61.0% |
| 1Y | +44.3% | -40.4% | +84.7% | +52.6% |
| All | +44.3% | -41.7% | +86.0% | +52.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling