+1,926.9%
FISV vs TD
+7,806.2%
-5,879.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.6% |
| 7D | -1.6% | +0.9% | -2.4% | -2.0% |
| 30D | -3.0% | -0.7% | -2.3% | -2.8% |
| 3M | -3.5% | +6.3% | -9.8% | -6.7% |
| 6M | -19.4% | +27.9% | -47.3% | -28.9% |
| YTD | -24.3% | +29.8% | -54.1% | -33.7% |
| 1Y | -62.4% | +63.7% | -126.0% | -70.5% |
| 3Y | -58.2% | +128.3% | -186.5% | -72.4% |
| 5Y | -56.5% | +125.5% | -182.1% | -71.4% |
| 10Y | -0.5% | +296.7% | -297.2% | -50.4% |
| All | +1,926.9% | +7,806.2% | -5,879.3% | +295.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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