-57.7%
FISV vs TFC
+14.8%
-72.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.6% | -4.0% |
| 7D | -6.4% | -1.3% | -5.1% | -5.9% |
| 30D | -6.8% | -2.3% | -4.5% | -6.0% |
| 3M | -10.0% | +2.5% | -12.4% | -10.6% |
| 6M | -20.6% | +9.5% | -30.1% | -23.3% |
| YTD | -27.6% | +5.1% | -32.6% | -29.0% |
| 1Y | -64.3% | +15.5% | -79.8% | -66.2% |
| 3Y | -60.0% | +95.2% | -155.2% | -69.1% |
| 5Y | -57.7% | +14.5% | -72.2% | -60.9% |
| All | -57.7% | +14.8% | -72.5% | -60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling