-56.6%
FISV vs TE
-48.3%
-8.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +10.0% | -14.0% | -4.4% |
| 7D | -1.6% | +18.2% | -19.8% | -2.2% |
| 30D | -3.0% | -13.5% | +10.5% | -2.6% |
| 3M | -3.5% | -44.6% | +41.1% | -2.0% |
| 6M | -19.4% | -24.7% | +5.3% | -20.3% |
| YTD | -24.3% | -24.3% | 0.0% | -25.7% |
| 1Y | -62.4% | +155.6% | -217.9% | -66.2% |
| 3Y | -58.2% | -18.3% | -39.9% | -61.4% |
| 5Y | -56.5% | -41.3% | -15.2% | -59.9% |
| All | -56.6% | -48.3% | -8.3% | -61.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling