-56.5%
FISV vs TMF
-87.6%
+31.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.9% |
| 3M | -3.5% | -8.2% | +4.7% | -3.3% |
| 6M | -19.4% | -19.5% | +0.1% | -18.8% |
| YTD | -24.3% | -16.0% | -8.3% | -23.9% |
| 1Y | -62.4% | -22.5% | -39.9% | -62.0% |
| 3Y | -58.2% | -42.3% | -15.9% | -57.9% |
| 5Y | -56.5% | -87.7% | +31.2% | -59.1% |
| All | -56.5% | -87.6% | +31.1% | -59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling