+1,197.1%
TRV vs FIS
+346.5%
+850.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.9% | +4.9% | +1.1% |
| 7D | +0.5% | -3.5% | +3.9% | +1.7% |
| 30D | -4.9% | -7.8% | +3.0% | -2.2% |
| 3M | +23.7% | +0.8% | +22.9% | +22.6% |
| 6M | +20.3% | -21.9% | +42.2% | +29.9% |
| YTD | +27.1% | -39.5% | +66.5% | +49.8% |
| 1Y | +35.3% | -41.0% | +76.3% | +60.6% |
| 3Y | +139.8% | -23.6% | +163.4% | +153.2% |
| 5Y | +153.9% | -65.6% | +219.5% | +241.9% |
| 10Y | +285.9% | -40.2% | +326.1% | +315.1% |
| All | +1,197.1% | +346.5% | +850.6% | +623.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling