-58.2%
FISV vs TMF
-42.4%
-15.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -4.0% |
| 7D | -1.6% | +1.0% | -2.5% | -1.6% |
| 30D | -3.0% | -1.8% | -1.1% | -2.8% |
| 3M | -3.5% | -8.2% | +4.7% | -3.0% |
| 6M | -19.4% | -19.5% | +0.1% | -18.2% |
| YTD | -24.3% | -16.0% | -8.3% | -23.4% |
| 1Y | -62.4% | -22.5% | -39.9% | -61.6% |
| 3Y | -58.2% | -42.3% | -15.9% | -57.3% |
| All | -58.2% | -42.4% | -15.8% | -57.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling