-37.4%
FISV vs TXT
+8.5%
-45.9%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +4.0% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | +38.4% | +13.3% | +25.1% | +32.2% |
| 3M | +14.9% | -5.0% | +19.9% | +16.4% |
| 6M | +21.8% | -8.4% | +30.2% | +24.1% |
| YTD | -5.0% | -4.0% | -1.1% | -5.7% |
| 1Y | -1.2% | +2.8% | -4.0% | -4.4% |
| 3Y | -47.5% | +10.3% | -57.8% | -52.3% |
| All | -37.4% | +8.5% | -45.9% | -45.2% |
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