+34.3%
TRV vs FIS
-37.2%
+71.5%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.2% |
| 7D | -0.1% | +1.1% | -1.2% | -0.3% |
| 30D | -3.4% | -2.2% | -1.2% | -3.1% |
| 3M | +26.4% | +2.1% | +24.3% | +25.5% |
| 6M | +19.3% | -14.7% | +34.0% | +20.9% |
| YTD | +28.3% | -35.7% | +64.0% | +37.5% |
| 1Y | +34.3% | -37.1% | +71.3% | +44.4% |
| All | +34.3% | -37.2% | +71.5% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 1y: compounded portfolio wealth divided by compounded FIS 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…
1y analysis · Full analysis span regression · 6 months rolling