-3.7%
FISV vs TFC
+20.8%
-24.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.0% | +3.3% | +4.6% |
| 7D | +29.6% | +5.1% | +24.6% | +26.1% |
| 30D | +34.5% | +9.8% | +24.7% | +27.6% |
| 3M | +11.2% | -2.4% | +13.7% | +12.6% |
| 6M | -1.2% | +4.9% | -6.1% | -3.2% |
| YTD | -7.6% | +6.6% | -14.2% | -11.3% |
| 1Y | -3.7% | +21.3% | -25.0% | -19.2% |
| All | -3.7% | +20.8% | -24.5% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 1y: compounded portfolio wealth divided by compounded TFC 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…
1y analysis · Full analysis span regression · 6 months rolling