-57.3%
FISV vs TLN
+589.3%
-646.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.9% | -2.5% | -4.3% |
| 7D | -6.4% | +5.8% | -12.2% | -6.4% |
| 30D | -6.8% | -6.9% | 0.0% | -6.8% |
| 3M | -10.0% | -10.9% | +0.9% | -10.1% |
| 6M | -20.6% | -4.6% | -16.0% | -21.0% |
| YTD | -27.6% | -14.7% | -12.9% | -27.7% |
| 1Y | -64.3% | -17.9% | -46.4% | -64.4% |
| 3Y | -60.0% | +483.9% | -543.9% | -67.5% |
| All | -57.3% | +589.3% | -646.6% | -65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling