+407.0%
TSM vs FISV
-60.0%
+467.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.5% | -0.7% |
| 7D | +4.8% | -6.4% | +11.2% | +4.9% |
| 30D | +4.0% | -6.8% | +10.9% | +4.2% |
| 3M | +2.0% | -10.0% | +11.9% | +2.3% |
| 6M | +25.5% | -20.6% | +46.1% | +26.7% |
| YTD | +44.0% | -27.6% | +71.6% | +46.0% |
| 1Y | +75.4% | -64.3% | +139.8% | +84.9% |
| All | +407.0% | -60.0% | +467.0% | +333.9% |
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