+16.2%
TMO vs FIX
+1,045.2%
-1,029.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | +2.8% | -13.9% | +16.8% | +4.4% |
| 30D | +9.1% | -35.5% | +44.7% | +14.4% |
| 3M | +19.9% | -33.9% | +53.8% | +24.8% |
| 6M | +54.7% | -43.3% | +98.0% | +63.2% |
| YTD | +24.3% | +18.7% | +5.6% | +15.8% |
| 1Y | +25.0% | +13.8% | +11.3% | +17.0% |
| 3Y | +61.7% | +495.0% | -433.2% | -1.1% |
| 5Y | +16.2% | +1,049.0% | -1,032.8% | -47.4% |
| All | +16.2% | +1,045.2% | -1,029.0% | -47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling