+9,261.0%
TSM vs FIS
+374.5%
+8,886.5%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.8% | +3.2% |
| 7D | +2.7% | +1.1% | +1.6% | +2.2% |
| 30D | +3.6% | -2.2% | +5.8% | +4.3% |
| 3M | -3.4% | +2.1% | -5.5% | -5.8% |
| 6M | +20.6% | -14.7% | +35.3% | +25.8% |
| YTD | +41.9% | -35.7% | +77.6% | +66.8% |
| 1Y | +84.4% | -37.1% | +121.4% | +117.5% |
| 3Y | +380.2% | -20.0% | +400.2% | +390.9% |
| 5Y | +275.3% | -62.1% | +337.5% | +410.2% |
| 10Y | +1,751.4% | -37.4% | +1,788.8% | +1,775.4% |
| All | +9,261.0% | +374.5% | +8,886.5% | +3,300.9% |
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 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