+520.8%
TSEM vs FIS
-40.8%
+561.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -1.4% | +12.2% | +10.9% |
| 7D | -2.0% | -29.4% | +27.5% | -2.5% |
| 30D | -33.4% | -16.7% | -16.7% | -33.0% |
| 3M | -39.7% | -33.0% | -6.7% | -39.6% |
| 6M | -27.8% | -33.3% | +5.5% | -27.5% |
| YTD | +29.7% | -56.0% | +85.7% | +47.1% |
| 1Y | +81.1% | -54.6% | +135.7% | +103.0% |
| All | +520.8% | -40.8% | +561.6% | +521.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling