+10.6%
TMO vs FISV
-53.5%
+64.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.4% | -4.3% | +0.1% |
| 7D | -0.6% | -2.7% | +2.0% | -0.2% |
| 30D | +1.1% | 0.0% | +1.1% | +1.0% |
| 3M | +28.3% | -2.8% | +31.1% | +28.3% |
| 6M | +23.3% | -11.8% | +35.1% | +25.4% |
| YTD | +5.5% | -23.2% | +28.7% | +9.7% |
| 1Y | +24.5% | -62.0% | +86.5% | +43.9% |
| 3Y | +19.6% | -57.6% | +77.2% | +23.1% |
| All | +10.6% | -53.5% | +64.1% | +3.9% |
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