-3.3%
FISV vs TFC
+98.5%
-101.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.4% |
| 7D | -7.2% | -2.5% | -4.7% | -6.2% |
| 30D | -7.2% | -2.8% | -4.4% | -6.1% |
| 3M | -8.2% | +2.1% | -10.3% | -8.8% |
| 6M | -17.7% | +10.1% | -27.8% | -20.9% |
| YTD | -27.2% | +5.4% | -32.6% | -28.8% |
| 1Y | -63.0% | +16.3% | -79.3% | -65.1% |
| 3Y | -59.8% | +95.9% | -155.6% | -69.9% |
| 5Y | -55.8% | +16.0% | -71.8% | -60.3% |
| All | -3.3% | +98.5% | -101.7% | -35.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling