-61.1%
FISV vs TXT
-1.0%
-60.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -0.3% | -4.8% | +4.4% | +0.3% |
| 30D | -2.1% | -10.6% | +8.6% | -0.6% |
| 3M | -5.7% | -13.2% | +7.4% | -4.4% |
| 6M | -15.3% | -20.3% | +5.0% | -12.0% |
| YTD | -21.1% | -9.3% | -11.8% | -23.3% |
| 1Y | -61.1% | -2.7% | -58.4% | -63.6% |
| All | -61.1% | -1.0% | -60.1% | -63.6% |
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