+402.8%
FISV vs TCOM
+2,569.4%
-2,166.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.2% | -1.1% | -3.9% |
| 7D | -6.4% | -10.2% | +3.8% | -5.0% |
| 30D | -6.8% | -16.8% | +10.0% | -4.4% |
| 3M | -10.0% | -16.7% | +6.7% | -7.8% |
| 6M | -20.6% | -27.1% | +6.5% | -17.2% |
| YTD | -27.6% | -45.5% | +17.9% | -21.5% |
| 1Y | -64.3% | -45.9% | -18.5% | -61.3% |
| 3Y | -60.0% | +9.8% | -69.7% | -61.8% |
| 5Y | -57.7% | +23.8% | -81.5% | -62.1% |
| 10Y | -3.0% | -10.8% | +7.8% | -12.9% |
| All | +402.8% | +2,569.4% | -2,166.6% | +175.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling