-66.1%
FIS vs TRU
-36.4%
-29.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.7% | -3.2% |
| 7D | -9.1% | -6.5% | -2.6% | -6.9% |
| 30D | -10.4% | -2.5% | -7.9% | -9.7% |
| 3M | -3.7% | +10.4% | -14.1% | -7.1% |
| 6M | -24.8% | +1.6% | -26.4% | -25.6% |
| YTD | -41.6% | -9.7% | -31.9% | -40.1% |
| 1Y | -42.7% | -17.3% | -25.5% | -39.9% |
| 3Y | -26.2% | -1.8% | -24.4% | -30.2% |
| 5Y | -66.1% | -36.2% | -29.9% | -65.2% |
| All | -66.1% | -36.4% | -29.7% | -65.2% |
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