-57.0%
FISV vs TLN
+571.8%
-628.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +0.6% |
| 7D | -7.2% | +2.0% | -9.2% | -7.2% |
| 30D | -7.2% | -12.9% | +5.8% | -7.1% |
| 3M | -8.2% | -7.4% | -0.7% | -8.4% |
| 6M | -17.7% | -6.0% | -11.7% | -18.1% |
| YTD | -27.2% | -16.9% | -10.3% | -27.3% |
| 1Y | -63.0% | -22.6% | -40.3% | -63.0% |
| 3Y | -59.8% | +469.0% | -528.8% | -67.3% |
| All | -57.0% | +571.8% | -628.8% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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