+466.2%
FISV vs TMF
-68.9%
+535.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.5% |
| 7D | -0.3% | -1.4% | +1.1% | -0.5% |
| 30D | -2.1% | -2.8% | +0.8% | -2.3% |
| 3M | -5.7% | -10.9% | +5.2% | -6.8% |
| 6M | -15.3% | -21.3% | +6.0% | -17.4% |
| YTD | -21.1% | -15.9% | -5.2% | -22.4% |
| 1Y | -61.1% | -15.7% | -45.3% | -61.7% |
| 3Y | -56.8% | -43.4% | -13.5% | -58.8% |
| 5Y | -54.2% | -87.8% | +33.6% | -64.2% |
| 10Y | +1.6% | -86.7% | +88.3% | -14.2% |
| All | +466.2% | -68.9% | +535.1% | +554.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling