+323.9%
TMO vs FIX
+5,963.7%
-5,639.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.2% |
| 7D | -2.5% | +0.7% | -3.1% | -2.6% |
| 30D | -0.3% | -5.7% | +5.4% | +0.4% |
| 3M | +25.3% | -7.4% | +32.7% | +25.5% |
| 6M | +20.9% | +15.1% | +5.8% | +15.9% |
| YTD | +4.3% | +70.7% | -66.4% | -7.1% |
| 1Y | +27.0% | +111.9% | -84.9% | +8.1% |
| 3Y | +17.5% | +759.5% | -742.0% | -28.3% |
| 5Y | +6.9% | +2,164.4% | -2,157.4% | -47.7% |
| All | +323.9% | +5,963.7% | -5,639.8% | +70.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling