+84.4%
TSM vs FISV
-61.2%
+145.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.3% | +2.9% |
| 7D | +2.7% | -0.3% | +3.1% | +2.7% |
| 30D | +3.6% | -2.1% | +5.7% | +3.5% |
| 3M | -3.4% | -5.7% | +2.4% | -3.0% |
| 6M | +20.6% | -15.3% | +36.0% | +20.9% |
| YTD | +41.9% | -21.1% | +63.0% | +41.9% |
| 1Y | +84.4% | -61.1% | +145.4% | +73.5% |
| All | +84.4% | -61.2% | +145.6% | +73.5% |
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 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