-57.6%
FISV vs TXG
+43.8%
-101.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.3% | +2.1% | +5.2% |
| 7D | -2.7% | +9.5% | -12.2% | -3.4% |
| 30D | 0.0% | +18.8% | -18.7% | -1.4% |
| 3M | -2.8% | +136.1% | -138.9% | -10.3% |
| 6M | -11.8% | +235.2% | -247.1% | -21.9% |
| YTD | -23.2% | +320.5% | -343.7% | -33.5% |
| 1Y | -62.0% | +425.2% | -487.2% | -67.9% |
| 3Y | -57.6% | +42.9% | -100.5% | -61.5% |
| All | -57.6% | +43.8% | -101.4% | -61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling