+25.4%
TMO vs FIX
+14.3%
+11.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -15.1% | +16.2% | +1.4% |
| 7D | +0.3% | -18.9% | +19.2% | +0.6% |
| 30D | +4.3% | -36.3% | +40.6% | +4.8% |
| 3M | +25.1% | -38.5% | +63.7% | +25.7% |
| 6M | +52.9% | -42.3% | +95.2% | +53.5% |
| YTD | +22.2% | +17.1% | +5.1% | +11.3% |
| 1Y | +25.4% | +14.4% | +11.0% | +14.6% |
| All | +25.4% | +14.3% | +11.1% | +14.6% |
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