+59.2%
TSEM vs FIS
-52.2%
+111.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +6.7% | +0.9% | +9.6% |
| 7D | +6.8% | +1.5% | +5.3% | +7.0% |
| 30D | -26.6% | -11.8% | -14.8% | -26.3% |
| 3M | -36.3% | -28.5% | -7.8% | -43.0% |
| 6M | -30.6% | -27.0% | -3.6% | -34.9% |
| YTD | +35.3% | -53.1% | +88.4% | +24.8% |
| 1Y | +59.2% | -52.8% | +112.0% | +46.8% |
| All | +59.2% | -52.2% | +111.4% | +46.8% |
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