-28.5%
TSEM vs FIS
-32.2%
+3.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.1% | +5.5% | -2.7% |
| 7D | +20.5% | -3.5% | +24.0% | +18.9% |
| 30D | -29.0% | -19.4% | -9.5% | -29.2% |
| 3M | -39.4% | -31.6% | -7.8% | -49.4% |
| 6M | -28.5% | -32.5% | +4.0% | -36.7% |
| All | -28.5% | -32.2% | +3.7% | -36.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling