-57.6%
FISV vs TEL
+71.6%
-129.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.6% | +1.8% | +5.0% |
| 7D | -2.7% | +1.6% | -4.3% | -2.8% |
| 30D | 0.0% | -0.7% | +0.7% | +0.1% |
| 3M | -2.8% | +2.4% | -5.2% | -3.2% |
| 6M | -11.8% | +4.1% | -16.0% | -12.5% |
| YTD | -23.2% | -5.8% | -17.4% | -23.1% |
| 1Y | -62.0% | +0.9% | -62.9% | -62.5% |
| 3Y | -57.6% | +72.6% | -130.2% | -65.2% |
| All | -57.6% | +71.6% | -129.2% | -65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 3y: compounded portfolio wealth divided by compounded TEL 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…
3y analysis · Full analysis span regression · 6 months rolling