-1.2%
FISV vs TLN
+1.6%
-2.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.8% | +6.5% | +3.5% |
| 7D | +1.4% | +11.0% | -9.6% | +2.1% |
| 30D | +38.4% | +4.9% | +33.5% | +38.8% |
| 3M | +14.9% | +4.9% | +10.0% | +15.2% |
| 6M | +21.8% | +7.1% | +14.7% | +21.9% |
| YTD | -5.0% | +0.3% | -5.4% | -4.4% |
| 1Y | -1.2% | +5.9% | -7.1% | +0.3% |
| All | -1.2% | +1.6% | -2.8% | +0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling