-56.5%
FISV vs TPR
+230.0%
-286.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.7% | -0.3% | -3.4% |
| 7D | -1.6% | -3.4% | +1.8% | -0.9% |
| 30D | -3.0% | -27.3% | +24.3% | +2.3% |
| 3M | -3.5% | -16.2% | +12.7% | -1.4% |
| 6M | -19.4% | -17.9% | -1.5% | -17.8% |
| YTD | -24.3% | -7.1% | -17.2% | -25.0% |
| 1Y | -62.4% | +13.6% | -76.0% | -64.5% |
| 3Y | -58.2% | +293.7% | -351.9% | -71.7% |
| 5Y | -56.5% | +239.1% | -295.6% | -71.3% |
| All | -56.5% | +230.0% | -286.5% | -71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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