+293.8%
TRV vs FIS
-39.9%
+333.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.6% | +0.2% |
| 7D | -1.5% | -8.9% | +7.4% | +1.5% |
| 30D | -1.8% | -9.9% | +8.1% | +1.4% |
| 3M | +21.6% | 0.0% | +21.6% | +20.9% |
| 6M | +22.5% | -22.9% | +45.4% | +31.9% |
| YTD | +28.1% | -40.9% | +69.0% | +50.5% |
| 1Y | +37.0% | -40.4% | +77.5% | +60.1% |
| 3Y | +141.9% | -25.4% | +167.2% | +155.6% |
| 5Y | +158.5% | -64.8% | +223.3% | +255.1% |
| All | +293.8% | -39.9% | +333.7% | +370.8% |
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