+543.4%
FISV vs TNA
+913.2%
-369.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +1.3% |
| 7D | -7.2% | -7.6% | +0.4% | -5.5% |
| 30D | -7.2% | -13.6% | +6.4% | -4.1% |
| 3M | -8.2% | +2.8% | -11.0% | -9.4% |
| 6M | -17.7% | +34.5% | -52.2% | -24.7% |
| YTD | -27.2% | +41.0% | -68.2% | -34.5% |
| 1Y | -63.0% | +52.0% | -115.0% | -67.5% |
| 3Y | -59.8% | +103.5% | -163.2% | -70.0% |
| 5Y | -55.8% | -22.5% | -33.3% | -62.3% |
| 10Y | -2.4% | +81.9% | -84.3% | -46.9% |
| All | +543.4% | +913.2% | -369.8% | +54.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling