-61.1%
FISV vs TSEM
+259.4%
-320.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.8% | -7.3% | +1.6% |
| 7D | -0.3% | +6.9% | -7.2% | +0.6% |
| 30D | -2.1% | +5.3% | -7.4% | -1.0% |
| 3M | -5.7% | -14.9% | +9.2% | -6.0% |
| 6M | -15.3% | +80.0% | -95.4% | -9.1% |
| YTD | -21.1% | +89.4% | -110.4% | -14.3% |
| 1Y | -61.1% | +253.1% | -314.2% | -48.2% |
| All | -61.1% | +259.4% | -320.4% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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