+180.5%
TRV vs FIS
-71.2%
+251.8%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.1% | -0.6% |
| 7D | +2.0% | +2.8% | -0.8% | +1.5% |
| 30D | +6.7% | -16.7% | +23.4% | +8.4% |
| 3M | +9.4% | -32.3% | +41.6% | +14.8% |
| 6M | +37.7% | -29.1% | +66.8% | +43.1% |
| YTD | +40.6% | -54.1% | +94.7% | +56.7% |
| 1Y | +42.4% | -53.7% | +96.2% | +58.4% |
| 3Y | +148.1% | -38.8% | +187.0% | +165.8% |
| All | +180.5% | -71.2% | +251.8% | +233.4% |
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