-61.1%
FISV vs TCOM
-42.5%
-18.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.7% |
| 7D | -0.3% | -9.5% | +9.2% | +1.4% |
| 30D | -2.1% | -10.7% | +8.7% | -0.2% |
| 3M | -5.7% | -14.6% | +8.9% | -3.6% |
| 6M | -15.3% | -19.3% | +4.0% | -12.4% |
| YTD | -21.1% | -42.9% | +21.8% | -16.6% |
| 1Y | -61.1% | -43.8% | -17.3% | -59.1% |
| All | -61.1% | -42.5% | -18.6% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling