+273.1%
TSM vs FIS
-62.1%
+335.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.8% | +3.0% |
| 7D | +2.7% | +1.1% | +1.6% | +2.5% |
| 30D | +3.6% | -2.2% | +5.8% | +3.9% |
| 3M | -3.4% | +2.1% | -5.5% | -4.4% |
| 6M | +20.6% | -14.7% | +35.3% | +23.7% |
| YTD | +41.9% | -35.7% | +77.6% | +55.3% |
| 1Y | +84.4% | -37.1% | +121.4% | +102.4% |
| 3Y | +380.2% | -20.0% | +400.2% | +386.2% |
| All | +273.1% | -62.1% | +335.3% | +332.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling