-36.2%
FISV vs TPR
+264.1%
-300.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.4% | +0.6% |
| 7D | +22.3% | +12.7% | +9.6% | +19.7% |
| 30D | +39.2% | +17.1% | +22.1% | +35.2% |
| 3M | +21.2% | -15.9% | +37.1% | +24.1% |
| 6M | +14.5% | +2.6% | +11.9% | +12.3% |
| YTD | -5.4% | +7.5% | -12.9% | -8.8% |
| 1Y | -0.3% | +32.9% | -33.2% | -8.3% |
| 3Y | -46.8% | +413.8% | -460.6% | -65.7% |
| 5Y | -36.2% | +263.9% | -300.1% | -56.8% |
| All | -36.2% | +264.1% | -300.4% | -56.8% |
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