+52.6%
TMO vs FIX
-43.2%
+95.8%
-6.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.8% | +0.3% | -2.5% |
| 7D | +3.3% | +17.0% | -13.7% | +3.0% |
| 30D | +5.5% | -30.6% | +36.1% | +3.2% |
| 3M | +16.1% | -35.0% | +51.1% | +13.2% |
| 6M | +52.6% | -44.0% | +96.5% | +48.9% |
| All | +52.6% | -43.2% | +95.8% | +48.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling