+168.7%
FIS vs TRI
+561.6%
-392.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.4% | +4.5% | +1.8% |
| 7D | +1.1% | -0.5% | +1.6% | +1.1% |
| 30D | -2.2% | +7.9% | -10.1% | -6.2% |
| 3M | +2.1% | +24.1% | -21.9% | -9.5% |
| 6M | -14.7% | +3.8% | -18.5% | -18.3% |
| YTD | -35.7% | -16.9% | -18.8% | -31.9% |
| 1Y | -37.1% | -38.4% | +1.3% | -22.6% |
| 3Y | -20.0% | -12.2% | -7.8% | -19.6% |
| 5Y | -62.1% | -1.8% | -60.3% | -64.6% |
| 10Y | -37.4% | +207.6% | -245.0% | -67.7% |
| All | +168.7% | +561.6% | -392.9% | -29.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling