+27.4%
FISV vs TFC
+79.2%
-51.8%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.5% | +3.2% |
| 7D | +1.4% | +2.3% | -0.8% | +0.5% |
| 30D | +38.4% | +10.8% | +27.6% | +32.8% |
| 3M | +14.9% | -3.8% | +18.7% | +16.6% |
| 6M | +21.8% | +9.6% | +12.2% | +17.3% |
| YTD | -5.0% | +5.8% | -10.8% | -7.5% |
| 1Y | -1.2% | +16.2% | -17.3% | -7.2% |
| 3Y | -47.5% | +96.0% | -143.5% | -60.7% |
| 5Y | -36.7% | +1.7% | -38.4% | -40.1% |
| All | +27.4% | +79.2% | -51.8% | -9.6% |
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