+14.6%
FISV vs TRU
+226.0%
-211.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.6% | -4.0% |
| 7D | -6.4% | -6.5% | +0.1% | -4.0% |
| 30D | -6.8% | -2.5% | -4.3% | -6.0% |
| 3M | -10.0% | +10.4% | -20.3% | -13.6% |
| 6M | -20.6% | +1.6% | -22.3% | -21.6% |
| YTD | -27.6% | -9.7% | -17.9% | -25.4% |
| 1Y | -64.3% | -17.3% | -47.1% | -62.0% |
| 3Y | -60.0% | -1.8% | -58.2% | -62.7% |
| 5Y | -57.7% | -36.2% | -21.5% | -53.0% |
| 10Y | -3.0% | +143.2% | -146.2% | -35.4% |
| All | +14.6% | +226.0% | -211.4% | -29.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling