-57.7%
FISV vs TAP
-0.5%
-57.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.4% | -4.1% |
| 7D | -6.4% | -5.1% | -1.3% | -4.9% |
| 30D | -6.8% | -8.4% | +1.6% | -4.4% |
| 3M | -10.0% | -3.9% | -6.0% | -8.8% |
| 6M | -20.6% | -14.4% | -6.2% | -17.2% |
| YTD | -27.6% | -14.7% | -12.8% | -25.0% |
| 1Y | -64.3% | -18.7% | -45.7% | -62.4% |
| 3Y | -60.0% | -32.6% | -27.3% | -56.2% |
| 5Y | -57.7% | -1.4% | -56.3% | -59.7% |
| All | -57.7% | -0.5% | -57.2% | -59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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