-53.1%
FISV vs TRU
-35.6%
-17.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.0% | +4.4% | +5.1% |
| 7D | -2.7% | -2.7% | 0.0% | -1.8% |
| 30D | 0.0% | -2.0% | +2.1% | +0.6% |
| 3M | -2.8% | +18.4% | -21.2% | -7.8% |
| 6M | -11.8% | +8.9% | -20.7% | -14.3% |
| YTD | -23.2% | -8.9% | -14.3% | -21.8% |
| 1Y | -62.0% | -15.9% | -46.1% | -60.4% |
| 3Y | -57.6% | -1.1% | -56.5% | -58.5% |
| All | -53.1% | -35.6% | -17.5% | -45.0% |
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