-63.0%
FISV vs TXT
-1.4%
-61.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.4% | +0.7% |
| 7D | -7.2% | -0.2% | -7.0% | -7.2% |
| 30D | -7.2% | -10.2% | +3.0% | -5.8% |
| 3M | -8.2% | -13.3% | +5.1% | -6.8% |
| 6M | -17.7% | -14.4% | -3.3% | -16.5% |
| YTD | -27.2% | -9.1% | -18.1% | -29.6% |
| 1Y | -63.0% | -2.2% | -60.8% | -65.4% |
| All | -63.0% | -1.4% | -61.6% | -65.4% |
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