+2.0%
FISV vs TTMI
+1,127.6%
-1,125.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.4% | +2.1% | +5.0% |
| 7D | -2.7% | +0.7% | -3.3% | -2.8% |
| 30D | 0.0% | -8.4% | +8.5% | +0.8% |
| 3M | -2.8% | -32.5% | +29.7% | +0.6% |
| 6M | -11.8% | +32.5% | -44.3% | -19.3% |
| YTD | -23.2% | +83.2% | -106.5% | -34.9% |
| 1Y | -62.0% | +161.7% | -223.7% | -70.9% |
| 3Y | -57.6% | +890.1% | -947.7% | -77.6% |
| 5Y | -53.4% | +832.4% | -885.8% | -75.9% |
| All | +2.0% | +1,127.6% | -1,125.6% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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