-53.5%
FISV vs TLN
+583.6%
-637.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.8% | -3.2% | +0.5% |
| 7D | -0.3% | +7.1% | -7.4% | -0.4% |
| 30D | -2.1% | -3.9% | +1.8% | -2.0% |
| 3M | -5.7% | -16.2% | +10.4% | -5.7% |
| 6M | -15.3% | -5.8% | -9.5% | -15.8% |
| YTD | -21.1% | -15.4% | -5.7% | -21.3% |
| 1Y | -61.1% | -16.7% | -44.4% | -61.2% |
| 3Y | -56.8% | +473.8% | -530.6% | -64.9% |
| All | -53.5% | +583.6% | -637.0% | -62.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling