+8.0%
TMO vs FIX
+2,151.9%
-2,143.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.5% | +0.7% |
| 7D | -0.5% | +3.5% | -4.0% | -0.9% |
| 30D | +1.0% | -3.5% | +4.5% | +1.3% |
| 3M | +22.7% | -11.8% | +34.5% | +23.7% |
| 6M | +19.0% | +17.8% | +1.2% | +14.2% |
| YTD | +4.7% | +73.3% | -68.6% | -5.8% |
| 1Y | +26.0% | +128.1% | -102.1% | +7.6% |
| 3Y | +18.0% | +772.7% | -754.7% | -29.1% |
| 5Y | +8.0% | +2,166.4% | -2,158.5% | -51.6% |
| All | +8.0% | +2,151.9% | -2,143.9% | -51.6% |
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 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