+76.5%
TXN vs FISV
-57.6%
+134.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.4% | -1.6% | +3.1% |
| 7D | +4.0% | -2.7% | +6.6% | +4.3% |
| 30D | -2.9% | 0.0% | -2.9% | -3.0% |
| 3M | -9.1% | -2.8% | -6.3% | -9.2% |
| 6M | +36.6% | -11.8% | +48.5% | +38.1% |
| YTD | +57.5% | -23.2% | +80.7% | +63.4% |
| 1Y | +49.5% | -62.0% | +111.5% | +76.9% |
| 3Y | +76.5% | -57.6% | +134.2% | +79.9% |
| All | +76.5% | -57.6% | +134.2% | +79.9% |
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