-65.4%
FISV vs TEM
+47.5%
-112.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.5% | +5.0% | +5.4% |
| 7D | -2.7% | -8.7% | +6.0% | -2.2% |
| 30D | 0.0% | +8.1% | -8.0% | -0.6% |
| 3M | -2.8% | +19.0% | -21.8% | -4.2% |
| 6M | -11.8% | +12.0% | -23.8% | -13.1% |
| YTD | -23.2% | -0.1% | -23.1% | -23.9% |
| 1Y | -62.0% | -33.5% | -28.5% | -61.7% |
| All | -65.4% | +47.5% | -112.9% | -67.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling