+76.9%
TSM vs FIS
-40.9%
+117.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.9% | +8.2% | +1.3% |
| 7D | +6.0% | -3.5% | +9.5% | +5.4% |
| 30D | +4.5% | -7.8% | +12.3% | +3.1% |
| 3M | +3.1% | +0.8% | +2.3% | +3.1% |
| 6M | +30.2% | -21.9% | +52.1% | +29.2% |
| YTD | +45.2% | -39.5% | +84.7% | +42.4% |
| All | +76.9% | -40.9% | +117.8% | +74.2% |
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