+17.5%
TMO vs FIX
+784.8%
-767.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.1% | -1.9% |
| 7D | +0.4% | +6.1% | -5.6% | 0.0% |
| 30D | +1.5% | -2.7% | +4.2% | +1.6% |
| 3M | +28.5% | -10.9% | +39.5% | +29.1% |
| 6M | +20.4% | +29.0% | -8.6% | +16.0% |
| YTD | +4.3% | +76.9% | -72.6% | -3.0% |
| 1Y | +24.1% | +130.7% | -106.6% | +11.8% |
| 3Y | +17.5% | +790.7% | -773.2% | -11.1% |
| All | +17.5% | +784.8% | -767.4% | -11.1% |
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 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