+668.0%
TSEM vs FIS
-26.4%
+694.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -1.5% |
| 7D | +4.7% | -9.1% | +13.8% | +4.8% |
| 30D | -14.2% | -10.4% | -3.8% | -14.2% |
| 3M | -5.0% | -3.7% | -1.4% | -6.1% |
| 6M | +87.6% | -24.8% | +112.3% | +95.4% |
| YTD | +84.4% | -41.6% | +126.0% | +108.5% |
| 1Y | +235.4% | -42.7% | +278.1% | +280.8% |
| All | +668.0% | -26.4% | +694.4% | +683.5% |
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