-3.7%
FISV vs TXG
+406.9%
-410.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.4% | +2.8% | +6.2% |
| 7D | +29.6% | -19.3% | +48.9% | +30.0% |
| 30D | +34.5% | -30.9% | +65.4% | +35.9% |
| 3M | +11.2% | +41.1% | -29.8% | +8.3% |
| 6M | -1.2% | +211.9% | -213.1% | -12.5% |
| YTD | -7.6% | +314.0% | -321.6% | -21.2% |
| 1Y | -3.7% | +405.4% | -409.1% | -19.8% |
| All | -3.7% | +406.9% | -410.6% | -19.8% |
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