-55.8%
FISV vs TSEM
+610.6%
-666.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.5% | +0.6% |
| 7D | -7.2% | +0.9% | -8.1% | -7.2% |
| 30D | -7.2% | -16.6% | +9.4% | -7.2% |
| 3M | -8.2% | -10.9% | +2.7% | -8.6% |
| 6M | -17.7% | +78.0% | -95.7% | -22.6% |
| YTD | -27.2% | +77.2% | -104.4% | -32.0% |
| 1Y | -63.0% | +207.6% | -270.5% | -67.5% |
| 3Y | -59.8% | +637.8% | -697.6% | -69.2% |
| 5Y | -55.8% | +617.0% | -672.8% | -66.4% |
| All | -55.8% | +610.6% | -666.4% | -66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling