+2,901.6%
FISV vs TSEM
+10.0%
+2,891.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -2.9% | -3.9% |
| 7D | -1.6% | +10.4% | -12.0% | -2.4% |
| 30D | -3.0% | -12.9% | +10.0% | -1.9% |
| 3M | -3.5% | -9.2% | +5.7% | -4.2% |
| 6M | -19.4% | +98.8% | -118.2% | -26.7% |
| YTD | -24.3% | +87.2% | -111.5% | -31.1% |
| 1Y | -62.4% | +239.0% | -301.4% | -68.0% |
| 3Y | -58.2% | +679.5% | -737.7% | -67.7% |
| 5Y | -56.5% | +667.3% | -723.8% | -66.8% |
| 10Y | -0.5% | +1,301.0% | -1,301.6% | -29.6% |
| All | +2,901.6% | +10.0% | +2,891.5% | +1,850.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling