+302.0%
TRV vs FIS
-40.5%
+342.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.4% |
| 7D | +1.9% | -9.0% | +10.9% | +5.0% |
| 30D | +1.7% | -9.0% | +10.7% | +4.7% |
| 3M | +23.9% | -0.5% | +24.4% | +23.4% |
| 6M | +26.3% | -23.1% | +49.4% | +36.1% |
| YTD | +30.8% | -41.5% | +72.3% | +54.1% |
| 1Y | +36.3% | -42.2% | +78.5% | +60.9% |
| 3Y | +145.0% | -26.3% | +171.4% | +160.0% |
| 5Y | +163.9% | -65.2% | +229.1% | +263.6% |
| All | +302.0% | -40.5% | +342.5% | +382.1% |
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