+1,757.1%
TSM vs FISV
-2.2%
+1,759.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.8% |
| 7D | +2.6% | -7.2% | +9.8% | +4.5% |
| 30D | +1.4% | -7.2% | +8.6% | +3.1% |
| 3M | +5.0% | -8.2% | +13.1% | +6.0% |
| 6M | +24.0% | -17.7% | +41.7% | +28.4% |
| YTD | +41.6% | -27.2% | +68.7% | +51.1% |
| 1Y | +66.2% | -63.0% | +129.1% | +105.7% |
| 3Y | +398.2% | -59.8% | +458.0% | +450.6% |
| 5Y | +277.6% | -55.8% | +333.4% | +289.7% |
| All | +1,757.1% | -2.2% | +1,759.3% | +1,115.8% |
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 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