-56.0%
FISV vs TE
-52.9%
-3.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.7% | +4.8% | +5.4% |
| 7D | -2.7% | +0.2% | -2.9% | -2.7% |
| 30D | 0.0% | -5.9% | +6.0% | +0.2% |
| 3M | -2.8% | -45.6% | +42.8% | -1.2% |
| 6M | -11.8% | -43.4% | +31.5% | -11.6% |
| YTD | -23.2% | -31.0% | +7.8% | -24.4% |
| 1Y | -62.0% | +145.2% | -207.2% | -65.9% |
| 3Y | -57.6% | -24.1% | -33.6% | -60.8% |
| 5Y | -53.4% | -48.1% | -5.3% | -56.9% |
| All | -56.0% | -52.9% | -3.1% | -60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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