-57.7%
FISV vs TXT
+13.4%
-71.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.8% | -4.5% |
| 7D | -6.4% | +0.8% | -7.2% | -6.7% |
| 30D | -6.8% | -10.4% | +3.6% | -3.3% |
| 3M | -10.0% | -14.3% | +4.4% | -5.5% |
| 6M | -20.6% | -15.1% | -5.5% | -16.8% |
| YTD | -27.6% | -8.3% | -19.3% | -26.6% |
| 1Y | -64.3% | -0.7% | -63.6% | -65.0% |
| 3Y | -60.0% | +6.0% | -66.0% | -63.1% |
| 5Y | -57.7% | +12.5% | -70.2% | -64.1% |
| All | -57.7% | +13.4% | -71.1% | -64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling