-53.2%
FISV vs TXG
+24.6%
-77.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.6% | -6.9% | -4.6% |
| 7D | -6.4% | +9.1% | -15.6% | -7.4% |
| 30D | -6.8% | +14.9% | -21.7% | -8.4% |
| 3M | -10.0% | +120.0% | -129.9% | -18.7% |
| 6M | -20.6% | +221.8% | -242.4% | -32.0% |
| YTD | -27.6% | +312.6% | -340.1% | -40.0% |
| 1Y | -64.3% | +398.4% | -462.8% | -71.3% |
| 3Y | -60.0% | +42.1% | -102.1% | -64.2% |
| 5Y | -57.7% | -63.5% | +5.8% | -57.1% |
| All | -53.2% | +24.6% | -77.8% | -64.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling