-47.5%
FISV vs TLN
+580.6%
-628.1%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.8% | +6.5% | +3.7% |
| 7D | +1.4% | +11.0% | -9.6% | +1.4% |
| 30D | +38.4% | +4.9% | +33.5% | +38.4% |
| 3M | +14.9% | +4.9% | +10.0% | +14.8% |
| 6M | +21.8% | +7.1% | +14.7% | +21.3% |
| YTD | -5.0% | +0.3% | -5.4% | -5.3% |
| 1Y | -1.2% | +5.9% | -7.1% | -1.7% |
| 3Y | -47.5% | +578.5% | -626.0% | -52.8% |
| All | -47.5% | +580.6% | -628.1% | -52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling