+12,702.2%
TSM vs FISV
+1,652.7%
+11,049.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.7% | -5.4% | -3.3% |
| 7D | +6.2% | +1.4% | +4.8% | +5.5% |
| 30D | -7.3% | +38.4% | -45.7% | -20.4% |
| 3M | -7.1% | +14.9% | -22.0% | -14.0% |
| 6M | +0.2% | +21.8% | -21.6% | -11.5% |
| YTD | +32.2% | -5.0% | +37.3% | +28.5% |
| 1Y | +42.8% | -1.2% | +44.0% | +35.9% |
| 3Y | +330.4% | -47.5% | +377.9% | +368.7% |
| 5Y | +263.9% | -36.7% | +300.7% | +252.6% |
| 10Y | +1,580.2% | +26.9% | +1,553.3% | +967.6% |
| All | +12,702.2% | +1,652.7% | +11,049.4% | +1,331.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling