-3.3%
FISV vs TMF
-86.4%
+83.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +0.4% |
| 7D | -7.2% | -4.8% | -2.4% | -7.4% |
| 30D | -7.2% | -4.9% | -2.3% | -7.4% |
| 3M | -8.2% | -13.4% | +5.2% | -8.8% |
| 6M | -17.7% | -23.0% | +5.4% | -18.7% |
| YTD | -27.2% | -20.2% | -7.0% | -27.9% |
| 1Y | -63.0% | -26.5% | -36.5% | -63.5% |
| 3Y | -59.8% | -45.2% | -14.6% | -60.8% |
| 5Y | -55.8% | -88.4% | +32.6% | -63.6% |
| All | -3.3% | -86.4% | +83.2% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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