+8,945.6%
TSM vs FIS
+246.2%
+8,699.5%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +6.7% | -2.5% | +1.5% |
| 7D | +4.4% | +1.5% | +2.9% | +3.8% |
| 30D | -7.0% | -11.8% | +4.8% | -4.4% |
| 3M | -1.8% | -28.5% | +26.7% | +9.5% |
| 6M | +2.7% | -27.0% | +29.7% | +11.7% |
| YTD | +37.1% | -53.1% | +90.2% | +78.7% |
| 1Y | +43.5% | -52.8% | +96.2% | +86.1% |
| 3Y | +341.5% | -37.5% | +379.0% | +385.8% |
| 5Y | +278.9% | -71.1% | +349.9% | +461.2% |
| 10Y | +1,641.8% | -52.0% | +1,693.8% | +1,809.3% |
| All | +8,945.6% | +246.2% | +8,699.5% | +3,543.6% |
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