+2.0%
FISV vs TFC
+98.7%
-96.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.1% | +5.3% | +5.4% |
| 7D | -2.7% | -2.4% | -0.3% | -1.7% |
| 30D | 0.0% | -3.4% | +3.4% | +1.4% |
| 3M | -2.8% | +0.4% | -3.2% | -2.8% |
| 6M | -11.8% | +12.7% | -24.5% | -16.0% |
| YTD | -23.2% | +5.6% | -28.8% | -25.0% |
| 1Y | -62.0% | +16.0% | -78.0% | -64.2% |
| 3Y | -57.6% | +94.0% | -151.6% | -68.1% |
| 5Y | -53.4% | +16.2% | -69.5% | -58.2% |
| All | +2.0% | +98.7% | -96.8% | -31.8% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling