+61.7%
TMO vs FIX
+497.3%
-435.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | +2.8% | -13.9% | +16.8% | +3.7% |
| 30D | +9.1% | -35.5% | +44.7% | +12.1% |
| 3M | +19.9% | -33.9% | +53.8% | +22.6% |
| 6M | +54.7% | -43.3% | +98.0% | +59.7% |
| YTD | +24.3% | +18.7% | +5.6% | +18.1% |
| 1Y | +25.0% | +13.8% | +11.3% | +19.2% |
| 3Y | +61.7% | +495.0% | -433.2% | +13.6% |
| All | +61.7% | +497.3% | -435.6% | +13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling