+99.7%
TXN vs FISV
-4.0%
+103.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.2% | -6.6% | +0.5% |
| 7D | +1.0% | +29.6% | -28.6% | +4.8% |
| 30D | +6.1% | +34.5% | -28.3% | +10.7% |
| 3M | +10.4% | +11.2% | -0.9% | +12.0% |
| 6M | +12.6% | -1.2% | +13.8% | +17.5% |
| YTD | +83.5% | -7.6% | +91.1% | +96.0% |
| 1Y | +99.7% | -3.7% | +103.4% | +108.5% |
| All | +99.7% | -4.0% | +103.7% | +108.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling