+157.6%
TRV vs FIS
-65.9%
+223.5%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | 0.0% |
| 7D | -1.8% | -8.9% | +7.1% | -0.3% |
| 30D | -2.1% | -9.9% | +7.8% | -0.5% |
| 3M | +21.2% | 0.0% | +21.2% | +20.9% |
| 6M | +22.0% | -22.9% | +44.9% | +26.8% |
| YTD | +27.7% | -40.9% | +68.6% | +38.6% |
| 1Y | +36.6% | -40.4% | +77.0% | +47.8% |
| 3Y | +141.1% | -25.4% | +166.4% | +152.8% |
| 5Y | +157.6% | -64.8% | +222.5% | +201.3% |
| All | +157.6% | -65.9% | +223.5% | +201.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling