-12.6%
TLT vs FISV
+26.5%
-39.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.7% | -4.1% | -0.3% |
| 7D | -3.1% | +1.4% | -4.5% | -3.1% |
| 30D | +1.0% | +38.4% | -37.4% | +2.0% |
| 3M | -2.7% | +14.9% | -17.6% | -2.3% |
| 6M | -4.1% | +21.8% | -25.9% | -3.5% |
| YTD | -5.4% | -5.0% | -0.3% | -5.5% |
| 1Y | -7.0% | -1.2% | -5.9% | -7.0% |
| 3Y | +2.8% | -47.5% | +50.4% | +2.5% |
| 5Y | -35.4% | -36.7% | +1.4% | -34.1% |
| All | -12.6% | +26.5% | -39.1% | -8.4% |
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