-8.5%
TSEM vs FIS
+225.0%
-233.5%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.1% | +5.5% | +1.4% |
| 7D | +20.5% | -3.5% | +24.0% | +21.8% |
| 30D | -29.0% | -19.4% | -9.5% | -25.0% |
| 3M | -39.4% | -31.6% | -7.8% | -32.7% |
| 6M | -28.5% | -32.5% | +4.0% | -22.1% |
| YTD | +34.4% | -56.0% | +90.4% | +68.9% |
| 1Y | +48.3% | -55.5% | +103.9% | +85.7% |
| 3Y | +543.5% | -41.3% | +584.9% | +614.0% |
| 5Y | +331.4% | -72.3% | +403.7% | +494.8% |
| 10Y | +881.1% | -55.0% | +936.1% | +977.9% |
| All | -8.5% | +225.0% | -233.5% | -48.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling