+138.7%
TRV vs FIS
-26.4%
+165.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.8% | +1.0% |
| 7D | +0.2% | -9.1% | +9.3% | +2.2% |
| 30D | -2.3% | -10.4% | +8.1% | -0.1% |
| 3M | +22.7% | -3.7% | +26.4% | +23.2% |
| 6M | +21.9% | -24.8% | +46.7% | +28.9% |
| YTD | +27.5% | -41.6% | +69.0% | +43.2% |
| 1Y | +36.2% | -42.7% | +79.0% | +53.7% |
| All | +138.7% | -26.4% | +165.2% | +166.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling