+2.0%
FISV vs TDY
+479.2%
-477.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.2% | +4.2% | +4.8% |
| 7D | -2.7% | -1.1% | -1.6% | -2.1% |
| 30D | 0.0% | -12.0% | +12.1% | +6.3% |
| 3M | -2.8% | -3.2% | +0.4% | -1.9% |
| 6M | -11.8% | -7.9% | -4.0% | -9.4% |
| YTD | -23.2% | +18.2% | -41.4% | -31.2% |
| 1Y | -62.0% | +6.7% | -68.6% | -63.9% |
| 3Y | -57.6% | +47.5% | -105.2% | -66.4% |
| 5Y | -53.4% | +39.5% | -92.9% | -62.6% |
| All | +2.0% | +479.2% | -477.3% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 10y: compounded portfolio wealth divided by compounded TDY 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…
10y analysis · Full analysis span regression · 6 months rolling