-67.3%
FISV vs TEM
+53.2%
-120.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.7% | +0.3% | -4.1% |
| 7D | -6.4% | -1.1% | -5.3% | -6.3% |
| 30D | -6.8% | +11.3% | -18.1% | -7.6% |
| 3M | -10.0% | +25.5% | -35.5% | -11.6% |
| 6M | -20.6% | +17.1% | -37.7% | -21.9% |
| YTD | -27.6% | +3.8% | -31.3% | -28.4% |
| 1Y | -64.3% | -24.4% | -40.0% | -64.3% |
| All | -67.3% | +53.2% | -120.5% | -69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 1990-01-01 to 2026-09-09: compounded portfolio wealth divided by compounded TEM 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling