-38.8%
FIS vs TRI
-10.1%
-28.7%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.1% | +4.1% |
| 7D | +2.8% | -2.9% | +5.7% | +3.9% |
| 30D | -16.7% | +3.7% | -20.4% | -18.7% |
| 3M | -32.3% | +3.7% | -36.0% | -34.1% |
| 6M | -29.1% | +35.1% | -64.2% | -38.3% |
| YTD | -54.1% | -14.0% | -40.1% | -53.0% |
| 1Y | -53.7% | -19.0% | -34.8% | -51.6% |
| 3Y | -38.8% | -12.0% | -26.9% | -33.1% |
| All | -38.8% | -10.1% | -28.7% | -33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling