-40.7%
FIS vs TRU
+144.8%
-185.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -8.9% | -9.4% | +0.5% | -5.1% |
| 30D | -9.9% | -4.1% | -5.8% | -8.4% |
| 3M | 0.0% | +13.6% | -13.6% | -5.5% |
| 6M | -22.9% | +3.6% | -26.5% | -24.6% |
| YTD | -40.9% | -9.8% | -31.1% | -39.0% |
| 1Y | -40.4% | -13.6% | -26.8% | -37.9% |
| 3Y | -25.4% | -2.0% | -23.4% | -31.8% |
| 5Y | -64.8% | -35.8% | -29.0% | -61.4% |
| All | -40.7% | +144.8% | -185.4% | -57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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