+235.4%
TSEM vs FIS
-42.9%
+278.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -3.1% |
| 7D | +4.7% | -9.1% | +13.8% | 0.0% |
| 30D | -14.2% | -10.4% | -3.8% | -18.6% |
| 3M | -5.0% | -3.7% | -1.4% | -5.6% |
| 6M | +87.6% | -24.8% | +112.3% | +80.7% |
| YTD | +84.4% | -41.6% | +126.0% | +78.9% |
| 1Y | +235.4% | -42.7% | +278.1% | +222.3% |
| All | +235.4% | -42.9% | +278.3% | +222.3% |
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