-21.2%
TMUS vs FISV
-4.0%
-17.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.2% | -3.2% | +2.2% |
| 7D | +7.5% | +29.6% | -22.2% | +3.5% |
| 30D | -3.3% | +34.5% | -37.8% | -7.3% |
| 3M | -9.7% | +11.2% | -20.9% | -11.6% |
| 6M | -17.2% | -1.2% | -16.0% | -19.4% |
| YTD | -20.3% | -7.6% | -12.7% | -20.7% |
| 1Y | -21.2% | -3.7% | -17.5% | -22.4% |
| All | -21.2% | -4.0% | -17.2% | -22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling