+2.0%
FISV vs TRI
+196.2%
-194.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.7% | +3.7% | +4.5% |
| 7D | -2.7% | -7.9% | +5.2% | +1.8% |
| 30D | 0.0% | -4.5% | +4.5% | +2.2% |
| 3M | -2.8% | +22.1% | -24.9% | -14.4% |
| 6M | -11.8% | -2.8% | -9.1% | -12.6% |
| YTD | -23.2% | -23.4% | +0.2% | -13.2% |
| 1Y | -62.0% | -41.5% | -20.5% | -48.5% |
| 3Y | -57.6% | -19.2% | -38.4% | -54.6% |
| 5Y | -53.4% | -9.4% | -44.0% | -54.8% |
| All | +2.0% | +196.2% | -194.2% | -46.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling