-57.6%
FISV vs TCOM
+8.0%
-65.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.8% | +4.6% | +5.3% |
| 7D | -2.7% | -4.9% | +2.2% | -2.1% |
| 30D | 0.0% | -14.4% | +14.4% | +1.8% |
| 3M | -2.8% | -17.7% | +14.9% | -0.8% |
| 6M | -11.8% | -25.1% | +13.3% | -9.1% |
| YTD | -23.2% | -45.7% | +22.5% | -18.6% |
| 1Y | -62.0% | -47.9% | -14.1% | -59.6% |
| 3Y | -57.6% | +8.9% | -66.6% | -57.1% |
| All | -57.6% | +8.0% | -65.6% | -57.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling