+56.4%
TXN vs FIS
-65.9%
+122.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.2% | -1.3% |
| 7D | +2.0% | -8.9% | +10.9% | +3.8% |
| 30D | -8.0% | -9.9% | +1.9% | -6.2% |
| 3M | -7.8% | 0.0% | -7.7% | -8.6% |
| 6M | +32.4% | -22.9% | +55.3% | +38.8% |
| YTD | +51.7% | -40.9% | +92.6% | +71.3% |
| 1Y | +44.3% | -40.4% | +84.7% | +62.3% |
| 3Y | +71.3% | -25.4% | +96.6% | +79.6% |
| 5Y | +56.4% | -64.8% | +121.2% | +101.1% |
| All | +56.4% | -65.9% | +122.3% | +101.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling