+1,753.6%
TSM vs FIS
-40.5%
+1,794.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.9% | +8.2% | +4.2% |
| 7D | +6.0% | -3.5% | +9.5% | +7.0% |
| 30D | +4.5% | -7.8% | +12.3% | +6.8% |
| 3M | +3.1% | +0.8% | +2.3% | +1.4% |
| 6M | +30.2% | -21.9% | +52.1% | +38.6% |
| YTD | +45.2% | -39.5% | +84.7% | +68.5% |
| 1Y | +79.6% | -41.0% | +120.5% | +109.3% |
| 3Y | +411.0% | -23.6% | +434.6% | +424.4% |
| 5Y | +290.7% | -65.6% | +356.3% | +439.8% |
| 10Y | +1,753.6% | -40.2% | +1,793.8% | +1,804.9% |
| All | +1,753.6% | -40.5% | +1,794.1% | +1,804.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling