+1,335.3%
TRV vs FIS
+238.5%
+1,096.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.1% | -1.4% |
| 7D | +2.0% | +2.8% | -0.8% | +0.8% |
| 30D | +6.7% | -16.7% | +23.4% | +11.2% |
| 3M | +9.4% | -32.3% | +41.6% | +22.4% |
| 6M | +37.7% | -29.1% | +66.8% | +50.6% |
| YTD | +40.6% | -54.1% | +94.7% | +78.4% |
| 1Y | +42.4% | -53.7% | +96.2% | +80.0% |
| 3Y | +148.1% | -38.8% | +187.0% | +176.8% |
| 5Y | +181.7% | -71.1% | +252.8% | +292.4% |
| 10Y | +352.6% | -53.1% | +405.7% | +417.4% |
| All | +1,335.3% | +238.5% | +1,096.8% | +762.0% |
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