-3.7%
FISV vs TXT
+9.2%
-12.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.3% | +7.5% | +6.4% |
| 7D | +29.6% | +10.6% | +19.0% | +27.8% |
| 30D | +34.5% | +14.4% | +20.1% | +32.0% |
| 3M | +11.2% | -2.7% | +14.0% | +11.2% |
| 6M | -1.2% | -4.7% | +3.5% | -1.8% |
| YTD | -7.6% | -0.5% | -7.1% | -12.8% |
| 1Y | -3.7% | +8.7% | -12.5% | -17.0% |
| All | -3.7% | +9.2% | -12.9% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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