+403.4%
FISV vs TRI
+499.2%
-95.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +1.2% |
| 7D | -7.2% | -14.4% | +7.2% | +0.2% |
| 30D | -7.2% | -8.1% | +0.9% | -3.4% |
| 3M | -8.2% | +17.5% | -25.7% | -16.5% |
| 6M | -17.7% | -5.0% | -12.7% | -17.4% |
| YTD | -27.2% | -24.7% | -2.5% | -18.6% |
| 1Y | -63.0% | -41.5% | -21.5% | -52.1% |
| 3Y | -59.8% | -20.3% | -39.4% | -56.6% |
| 5Y | -55.8% | -10.9% | -44.9% | -55.6% |
| 10Y | -2.4% | +190.6% | -193.0% | -45.8% |
| All | +403.4% | +499.2% | -95.8% | +43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling