+11,131.7%
FISV vs TXT
+2,070.1%
+9,061.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -0.3% | -4.8% | +4.4% | +1.1% |
| 30D | -2.1% | -10.6% | +8.6% | +1.2% |
| 3M | -5.7% | -13.2% | +7.4% | -2.1% |
| 6M | -15.3% | -20.3% | +5.0% | -10.1% |
| YTD | -21.1% | -9.3% | -11.8% | -19.6% |
| 1Y | -61.1% | -2.7% | -58.4% | -61.2% |
| 3Y | -56.8% | +1.4% | -58.2% | -58.2% |
| 5Y | -54.2% | +9.6% | -63.7% | -57.0% |
| 10Y | +1.6% | +94.9% | -93.3% | -24.8% |
| All | +11,131.7% | +2,070.1% | +9,061.6% | +3,678.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling