-53.1%
FISV vs TNA
-23.3%
-29.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.1% | +4.3% | +5.2% |
| 7D | -2.7% | -7.3% | +4.6% | -1.2% |
| 30D | 0.0% | -14.2% | +14.2% | +3.0% |
| 3M | -2.8% | -4.6% | +1.8% | -2.4% |
| 6M | -11.8% | +36.9% | -48.8% | -18.7% |
| YTD | -23.2% | +42.5% | -65.8% | -30.2% |
| 1Y | -62.0% | +45.8% | -107.8% | -65.8% |
| 3Y | -57.6% | +104.7% | -162.3% | -67.5% |
| All | -53.1% | -23.3% | -29.8% | -59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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