+786.5%
TSEM vs FIS
-53.2%
+839.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +4.2% | -11.1% | -7.8% |
| 7D | +7.0% | +2.8% | +4.1% | +6.2% |
| 30D | -29.8% | -16.7% | -13.1% | -27.8% |
| 3M | -41.9% | -32.3% | -9.6% | -37.6% |
| 6M | -45.8% | -29.1% | -16.7% | -43.2% |
| YTD | +25.1% | -54.1% | +79.2% | +47.8% |
| 1Y | +48.2% | -53.7% | +102.0% | +74.6% |
| 3Y | +476.5% | -38.8% | +515.3% | +516.2% |
| 5Y | +301.4% | -71.1% | +372.5% | +429.9% |
| All | +786.5% | -53.2% | +839.6% | +787.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling