-57.7%
FISV vs TT
+143.3%
-201.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.2% |
| 7D | -6.4% | +1.4% | -7.8% | -6.7% |
| 30D | -6.8% | -6.7% | -0.2% | -5.2% |
| 3M | -10.0% | -5.4% | -4.5% | -9.3% |
| 6M | -20.6% | +4.4% | -25.0% | -22.7% |
| YTD | -27.6% | +14.9% | -42.5% | -31.9% |
| 1Y | -64.3% | +9.3% | -73.6% | -66.1% |
| 3Y | -60.0% | +121.7% | -181.7% | -72.4% |
| 5Y | -57.7% | +148.2% | -205.8% | -75.3% |
| All | -57.7% | +143.3% | -201.0% | -75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling