-61.1%
FISV vs TXG
+372.5%
-433.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.6% |
| 7D | -0.3% | +1.8% | -2.1% | -0.5% |
| 30D | -2.1% | +32.0% | -34.1% | -4.7% |
| 3M | -5.7% | +87.0% | -92.8% | -12.5% |
| 6M | -15.3% | +180.1% | -195.4% | -27.1% |
| YTD | -21.1% | +284.1% | -305.2% | -36.2% |
| 1Y | -61.1% | +361.7% | -422.8% | -70.7% |
| All | -61.1% | +372.5% | -433.6% | -70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling