+403.4%
FISV vs TTMI
+522.4%
-119.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.0% | -7.0% | -4.4% |
| 7D | -1.6% | +12.2% | -13.7% | -3.0% |
| 30D | -3.0% | -5.7% | +2.8% | -2.6% |
| 3M | -3.5% | -27.5% | +24.0% | -1.4% |
| 6M | -19.4% | +47.1% | -66.5% | -25.9% |
| YTD | -24.3% | +87.5% | -111.7% | -33.4% |
| 1Y | -62.4% | +175.2% | -237.6% | -69.2% |
| 3Y | -58.2% | +901.9% | -960.1% | -72.2% |
| 5Y | -56.5% | +843.5% | -900.0% | -71.3% |
| 10Y | -0.5% | +1,077.0% | -1,077.5% | -38.3% |
| All | +403.4% | +522.4% | -119.1% | +134.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling