-40.4%
FIS vs TRI
-42.8%
+2.3%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.7% |
| 7D | -8.9% | -14.4% | +5.5% | -3.4% |
| 30D | -9.9% | -8.1% | -1.8% | -7.1% |
| 3M | 0.0% | +17.5% | -17.6% | -6.7% |
| 6M | -22.9% | -5.0% | -17.9% | -23.4% |
| YTD | -40.9% | -24.7% | -16.2% | -35.8% |
| 1Y | -40.4% | -41.5% | +1.1% | -30.7% |
| All | -40.4% | -42.8% | +2.3% | -30.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling