-26.5%
FIS vs TRU
-2.1%
-24.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.7% | -3.2% |
| 7D | -9.1% | -6.5% | -2.6% | -7.4% |
| 30D | -10.4% | -2.5% | -7.9% | -9.9% |
| 3M | -3.7% | +10.4% | -14.1% | -6.2% |
| 6M | -24.8% | +1.6% | -26.4% | -25.4% |
| YTD | -41.6% | -9.7% | -31.9% | -40.7% |
| 1Y | -42.7% | -17.3% | -25.5% | -41.1% |
| All | -26.5% | -2.1% | -24.4% | -27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling