+80.5%
TSEM vs FIS
-50.5%
+131.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -23.7% | +14.9% | -15.8% |
| 7D | -23.1% | -18.4% | -4.7% | -25.7% |
| 30D | -40.4% | -11.4% | -29.0% | -39.5% |
| 3M | -37.9% | -32.0% | -5.9% | -45.1% |
| 6M | -30.8% | -35.6% | +4.8% | -35.0% |
| YTD | +26.7% | -53.8% | +80.5% | +28.2% |
| 1Y | +80.5% | -51.1% | +131.5% | +71.8% |
| All | +80.5% | -50.5% | +131.0% | +71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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