+27.4%
FISV vs TT
+725.1%
-697.7%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.4% | +5.1% | +4.2% |
| 7D | +1.4% | +4.0% | -2.6% | -0.1% |
| 30D | +38.4% | -11.3% | +49.8% | +43.9% |
| 3M | +14.9% | -12.3% | +27.2% | +19.8% |
| 6M | +21.8% | -10.8% | +32.6% | +24.7% |
| YTD | -5.0% | +8.2% | -13.2% | -11.3% |
| 1Y | -1.2% | +1.5% | -2.6% | -5.2% |
| 3Y | -47.5% | +91.5% | -139.0% | -64.2% |
| 5Y | -36.7% | +130.2% | -166.9% | -62.0% |
| All | +27.4% | +725.1% | -697.7% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 10y: compounded portfolio wealth divided by compounded TT 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…
10y analysis · Full analysis span regression · 6 months rolling