+11,131.7%
FISV vs TAP
+825.0%
+10,306.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -0.3% | -2.3% | +2.0% | +0.1% |
| 30D | -2.1% | -2.1% | +0.1% | -1.7% |
| 3M | -5.7% | +6.6% | -12.4% | -6.9% |
| 6M | -15.3% | -11.5% | -3.8% | -13.5% |
| YTD | -21.1% | -10.3% | -10.8% | -19.8% |
| 1Y | -61.1% | -14.4% | -46.7% | -59.9% |
| 3Y | -56.8% | -28.3% | -28.6% | -54.4% |
| 5Y | -54.2% | +1.7% | -55.9% | -55.1% |
| 10Y | +1.6% | -49.2% | +50.8% | +8.8% |
| All | +11,131.7% | +825.0% | +10,306.7% | +8,808.0% |
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