-52.4%
FIS vs TRI
+225.2%
-277.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.1% | +4.1% |
| 7D | +2.8% | -2.9% | +5.7% | +4.2% |
| 30D | -16.7% | +3.7% | -20.4% | -19.3% |
| 3M | -32.3% | +3.7% | -36.0% | -34.9% |
| 6M | -29.1% | +35.1% | -64.2% | -41.3% |
| YTD | -54.1% | -14.0% | -40.1% | -52.5% |
| 1Y | -53.7% | -19.0% | -34.8% | -50.6% |
| 3Y | -38.8% | -12.0% | -26.9% | -40.0% |
| 5Y | -71.1% | +0.6% | -71.7% | -74.5% |
| All | -52.4% | +225.2% | -277.6% | -77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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