+344.9%
TRV vs FIS
-53.2%
+398.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.1% | -1.2% |
| 7D | +2.0% | +2.8% | -0.8% | +1.0% |
| 30D | +6.7% | -16.7% | +23.4% | +10.4% |
| 3M | +9.4% | -32.3% | +41.6% | +20.7% |
| 6M | +37.7% | -29.1% | +66.8% | +48.9% |
| YTD | +40.6% | -54.1% | +94.7% | +74.7% |
| 1Y | +42.4% | -53.7% | +96.2% | +76.3% |
| 3Y | +148.1% | -38.8% | +187.0% | +172.5% |
| 5Y | +181.7% | -71.1% | +252.8% | +298.6% |
| All | +344.9% | -53.2% | +398.1% | +462.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling