+13,416.2%
FISV vs TAP
+832.8%
+12,583.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.2% | +0.5% | +3.1% |
| 7D | +1.4% | +1.3% | +0.2% | +1.2% |
| 30D | +38.4% | +5.7% | +32.7% | +36.8% |
| 3M | +14.9% | -1.9% | +16.8% | +15.3% |
| 6M | +21.8% | +0.9% | +20.8% | +21.5% |
| YTD | -5.0% | -9.5% | +4.5% | -3.7% |
| 1Y | -1.2% | -9.0% | +7.8% | 0.0% |
| 3Y | -47.5% | -22.2% | -25.3% | -45.4% |
| 5Y | -36.7% | +1.2% | -38.0% | -37.9% |
| 10Y | +26.9% | -46.1% | +73.0% | +34.5% |
| All | +13,416.2% | +832.8% | +12,583.4% | +10,595.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling