-66.1%
FIS vs TRI
-10.1%
-56.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.9% | -1.6% | -2.7% |
| 7D | -9.1% | -8.4% | -0.7% | -5.8% |
| 30D | -10.4% | -6.5% | -4.0% | -8.1% |
| 3M | -3.7% | +18.6% | -22.3% | -11.1% |
| 6M | -24.8% | -10.4% | -14.3% | -22.9% |
| YTD | -41.6% | -23.7% | -17.9% | -36.0% |
| 1Y | -42.7% | -42.5% | -0.3% | -29.3% |
| 3Y | -26.2% | -19.3% | -6.9% | -23.9% |
| 5Y | -66.1% | -9.7% | -56.5% | -70.2% |
| All | -66.1% | -10.1% | -56.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling