+1,326.7%
TSEM vs FIS
-41.9%
+1,368.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -0.7% |
| 7D | +4.7% | -9.1% | +13.8% | +7.0% |
| 30D | -14.2% | -10.4% | -3.8% | -12.3% |
| 3M | -5.0% | -3.7% | -1.4% | -5.8% |
| 6M | +87.6% | -24.8% | +112.3% | +98.0% |
| YTD | +84.4% | -41.6% | +126.0% | +109.4% |
| 1Y | +235.4% | -42.7% | +278.1% | +282.1% |
| 3Y | +668.0% | -26.2% | +694.2% | +701.0% |
| 5Y | +644.7% | -66.1% | +710.9% | +883.2% |
| 10Y | +1,326.7% | -40.9% | +1,367.5% | +1,295.0% |
| All | +1,326.7% | -41.9% | +1,368.6% | +1,295.0% |
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