+285.0%
TSM vs FISV
-58.4%
+343.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.5% | -0.3% |
| 7D | +4.8% | -6.4% | +11.2% | +5.6% |
| 30D | +4.0% | -6.8% | +10.9% | +4.8% |
| 3M | +2.0% | -10.0% | +11.9% | +2.8% |
| 6M | +25.5% | -20.6% | +46.1% | +28.7% |
| YTD | +44.0% | -27.6% | +71.6% | +49.5% |
| 1Y | +75.4% | -64.3% | +139.8% | +100.5% |
| 3Y | +406.7% | -60.0% | +466.7% | +403.1% |
| 5Y | +285.0% | -57.7% | +342.7% | +251.5% |
| All | +285.0% | -58.4% | +343.4% | +251.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling