+8,116.0%
TSM vs FIS
+229.2%
+7,886.8%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.2% | +8.6% | +7.2% |
| 7D | -7.6% | -25.5% | +17.9% | +2.5% |
| 30D | -20.5% | -15.1% | -5.4% | -17.1% |
| 3M | -10.0% | -32.1% | +22.1% | +2.6% |
| 6M | -10.1% | -36.1% | +26.0% | +3.3% |
| YTD | +24.5% | -55.4% | +79.9% | +65.7% |
| 1Y | +31.2% | -53.9% | +85.1% | +71.8% |
| 3Y | +322.0% | -39.8% | +361.7% | +371.0% |
| 5Y | +245.3% | -71.1% | +316.4% | +409.2% |
| 10Y | +1,465.8% | -53.8% | +1,519.7% | +1,642.3% |
| All | +8,116.0% | +229.2% | +7,886.8% | +3,279.6% |
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