-72.3%
FIS vs TRU
-25.2%
-47.1%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.2% | -4.9% | -5.7% |
| 7D | -3.5% | -2.2% | -1.3% | -2.8% |
| 30D | -19.4% | +20.2% | -39.6% | -25.0% |
| 3M | -31.6% | +2.2% | -33.8% | -32.7% |
| 6M | -32.5% | +17.6% | -50.1% | -36.9% |
| YTD | -56.0% | -5.0% | -51.0% | -56.0% |
| 1Y | -55.5% | -1.0% | -54.6% | -56.3% |
| 3Y | -41.3% | +56.5% | -97.8% | -54.4% |
| 5Y | -72.3% | -26.2% | -46.0% | -73.6% |
| All | -72.3% | -25.2% | -47.1% | -73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling