+13,634.3%
TSM vs FISV
+1,356.5%
+12,277.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.3% | +2.6% |
| 7D | +2.7% | -0.3% | +3.1% | +2.9% |
| 30D | +3.6% | -2.1% | +5.7% | +4.2% |
| 3M | -3.4% | -5.7% | +2.4% | -2.9% |
| 6M | +20.6% | -15.3% | +36.0% | +26.0% |
| YTD | +41.9% | -21.1% | +63.0% | +51.7% |
| 1Y | +84.4% | -61.1% | +145.4% | +148.4% |
| 3Y | +380.2% | -56.8% | +437.1% | +478.0% |
| 5Y | +275.3% | -54.2% | +329.5% | +326.1% |
| 10Y | +1,751.4% | +1.6% | +1,749.8% | +1,219.7% |
| All | +13,634.3% | +1,356.5% | +12,277.8% | +1,588.6% |
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 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