+1,643.1%
TSM vs FISV
+26.5%
+1,616.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.7% | -5.4% | -2.5% |
| 7D | +6.2% | +1.4% | +4.8% | +5.8% |
| 30D | -7.3% | +38.4% | -45.7% | -14.6% |
| 3M | -7.1% | +14.9% | -22.0% | -10.7% |
| 6M | +0.2% | +21.8% | -21.6% | -6.2% |
| YTD | +32.2% | -5.0% | +37.3% | +31.6% |
| 1Y | +42.8% | -1.2% | +44.0% | +40.3% |
| 3Y | +330.4% | -47.5% | +377.9% | +343.3% |
| 5Y | +263.9% | -36.7% | +300.7% | +237.2% |
| All | +1,643.1% | +26.5% | +1,616.6% | +1,050.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling