+25.8%
TMO vs FIX
+128.3%
-102.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -0.8% |
| 7D | -1.4% | +6.0% | -7.4% | -1.5% |
| 30D | +6.2% | -7.2% | +13.5% | +6.4% |
| 3M | +27.5% | -15.9% | +43.3% | +27.9% |
| 6M | +20.0% | +12.7% | +7.2% | +16.6% |
| YTD | +6.1% | +72.8% | -66.7% | -0.6% |
| 1Y | +25.8% | +122.9% | -97.0% | +13.1% |
| All | +25.8% | +128.3% | -102.4% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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