+2.0%
FISV vs TSEM
+1,313.0%
-1,311.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.7% | +3.8% | +5.3% |
| 7D | -2.7% | -4.9% | +2.2% | -2.2% |
| 30D | 0.0% | -18.7% | +18.8% | +1.9% |
| 3M | -2.8% | -18.1% | +15.3% | -2.5% |
| 6M | -11.8% | +77.1% | -88.9% | -23.2% |
| YTD | -23.2% | +80.1% | -103.3% | -34.1% |
| 1Y | -62.0% | +220.4% | -282.4% | -71.1% |
| 3Y | -57.6% | +650.1% | -707.7% | -74.0% |
| 5Y | -53.4% | +628.9% | -682.3% | -72.2% |
| All | +2.0% | +1,313.0% | -1,311.0% | -54.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling