+84.4%
TSM vs FIS
-37.2%
+121.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.8% | +2.7% |
| 7D | +2.7% | +1.1% | +1.6% | +2.9% |
| 30D | +3.6% | -2.2% | +5.8% | +3.3% |
| 3M | -3.4% | +2.1% | -5.5% | -2.6% |
| 6M | +20.6% | -14.7% | +35.3% | +21.1% |
| YTD | +41.9% | -35.7% | +77.6% | +40.8% |
| 1Y | +84.4% | -37.1% | +121.4% | +84.1% |
| All | +84.4% | -37.2% | +121.6% | +84.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling