-20.8%
TLT vs FISV
-2.2%
-18.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.7% | -1.1% |
| 7D | -1.6% | -7.2% | +5.6% | -1.8% |
| 30D | -1.3% | -7.2% | +5.9% | -1.5% |
| 3M | -3.7% | -8.2% | +4.4% | -3.9% |
| 6M | -6.4% | -17.7% | +11.3% | -6.8% |
| YTD | -4.5% | -27.2% | +22.7% | -5.3% |
| 1Y | -5.9% | -63.0% | +57.1% | -8.6% |
| 3Y | -2.8% | -59.8% | +57.0% | -3.9% |
| 5Y | -35.1% | -55.8% | +20.7% | -35.1% |
| All | -20.8% | -2.2% | -18.6% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 10y: compounded portfolio wealth divided by compounded FISV 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…
10y analysis · Full analysis span regression · 6 months rolling