-67.1%
FISV vs TEM
+46.9%
-114.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +0.8% |
| 7D | -7.2% | -9.2% | +1.9% | -6.7% |
| 30D | -7.2% | +5.5% | -12.7% | -7.7% |
| 3M | -8.2% | +18.7% | -26.9% | -9.5% |
| 6M | -17.7% | +15.4% | -33.1% | -19.0% |
| YTD | -27.2% | -0.5% | -26.6% | -27.8% |
| 1Y | -63.0% | -24.8% | -38.1% | -62.9% |
| All | -67.1% | +46.9% | -114.0% | -69.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling