-40.7%
FIS vs TRI
+191.2%
-231.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.8% |
| 7D | -8.9% | -14.4% | +5.5% | -1.6% |
| 30D | -9.9% | -8.1% | -1.8% | -6.3% |
| 3M | 0.0% | +17.5% | -17.6% | -9.2% |
| 6M | -22.9% | -5.0% | -17.9% | -22.7% |
| YTD | -40.9% | -24.7% | -16.2% | -33.5% |
| 1Y | -40.4% | -41.5% | +1.1% | -23.3% |
| 3Y | -25.4% | -20.3% | -5.0% | -22.0% |
| 5Y | -64.8% | -10.9% | -53.9% | -66.5% |
| All | -40.7% | +191.2% | -231.9% | -70.2% |
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