+330.4%
TSM vs FISV
-47.4%
+377.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.7% | -5.4% | -1.7% |
| 7D | +6.2% | +1.4% | +4.8% | +6.2% |
| 30D | -7.3% | +38.4% | -45.7% | -7.4% |
| 3M | -7.1% | +14.9% | -22.0% | -7.0% |
| 6M | +0.2% | +21.8% | -21.6% | +0.2% |
| YTD | +32.2% | -5.0% | +37.3% | +33.6% |
| 1Y | +42.8% | -1.2% | +44.0% | +44.0% |
| 3Y | +330.4% | -47.5% | +377.9% | +283.6% |
| All | +330.4% | -47.4% | +377.8% | +283.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling