+28.9%
TSEM vs FIS
+374.5%
-345.6%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.9% | +8.8% | +8.2% |
| 7D | +6.9% | +1.1% | +5.8% | +6.5% |
| 30D | +5.3% | -2.2% | +7.5% | +5.8% |
| 3M | -14.9% | +2.1% | -17.1% | -17.3% |
| 6M | +80.0% | -14.7% | +94.7% | +84.5% |
| YTD | +89.4% | -35.7% | +125.1% | +114.0% |
| 1Y | +253.1% | -37.1% | +290.1% | +300.7% |
| 3Y | +642.1% | -20.0% | +662.1% | +658.4% |
| 5Y | +659.1% | -62.1% | +721.2% | +864.5% |
| 10Y | +1,291.4% | -37.4% | +1,328.8% | +1,302.2% |
| All | +28.9% | +374.5% | -345.6% | -34.6% |
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