+71.9%
TXN vs FIS
-26.4%
+98.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.5% | +1.4% |
| 7D | +2.7% | -9.1% | +11.7% | +3.7% |
| 30D | -6.7% | -10.4% | +3.7% | -5.6% |
| 3M | -8.9% | -3.7% | -5.2% | -9.2% |
| 6M | +34.7% | -24.8% | +59.5% | +41.5% |
| YTD | +53.3% | -41.6% | +94.9% | +76.4% |
| 1Y | +45.0% | -42.7% | +87.8% | +67.9% |
| All | +71.9% | -26.4% | +98.3% | +71.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling