-46.0%
FISV vs TW
+211.2%
-257.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.3% | -4.3% |
| 7D | -6.4% | -0.5% | -5.9% | -6.2% |
| 30D | -6.8% | -0.6% | -6.2% | -6.6% |
| 3M | -10.0% | +3.4% | -13.4% | -11.4% |
| 6M | -20.6% | -18.4% | -2.2% | -15.0% |
| YTD | -27.6% | -3.9% | -23.7% | -27.2% |
| 1Y | -64.3% | -13.3% | -51.0% | -62.6% |
| 3Y | -60.0% | +20.8% | -80.8% | -63.7% |
| 5Y | -57.7% | +20.3% | -78.0% | -62.6% |
| All | -46.0% | +211.2% | -257.2% | -64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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