+8,187.2%
TMO vs FISV
+10,705.1%
-2,518.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.4% | -4.3% | -0.3% |
| 7D | -0.6% | -2.7% | +2.0% | 0.0% |
| 30D | +1.1% | 0.0% | +1.1% | +0.9% |
| 3M | +28.3% | -2.8% | +31.1% | +28.3% |
| 6M | +23.3% | -11.8% | +35.1% | +26.2% |
| YTD | +5.5% | -23.2% | +28.7% | +11.6% |
| 1Y | +24.5% | -62.0% | +86.5% | +52.0% |
| 3Y | +19.6% | -57.6% | +77.2% | +37.9% |
| 5Y | +8.1% | -53.4% | +61.5% | +20.0% |
| 10Y | +336.7% | +2.9% | +333.9% | +281.5% |
| All | +8,187.2% | +10,705.1% | -2,518.0% | +2,541.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling