-34.9%
TLT vs FISV
-58.4%
+23.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.8% | -0.5% |
| 7D | -0.3% | -6.4% | +6.1% | -0.1% |
| 30D | 0.0% | -6.8% | +6.8% | +0.1% |
| 3M | -2.9% | -10.0% | +7.1% | -2.7% |
| 6M | -6.3% | -20.6% | +14.4% | -5.9% |
| YTD | -3.3% | -27.6% | +24.2% | -2.8% |
| 1Y | -4.2% | -64.3% | +60.1% | -2.5% |
| 3Y | -1.7% | -60.0% | +58.3% | -1.0% |
| 5Y | -34.9% | -57.7% | +22.8% | -35.5% |
| All | -34.9% | -58.4% | +23.5% | -35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling