+2,425.6%
TMO vs FIX
+8,592.5%
-6,166.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.3% |
| 7D | +0.8% | +9.4% | -8.6% | -0.7% |
| 30D | +4.0% | -27.8% | +31.8% | +8.7% |
| 3M | +17.6% | -35.6% | +53.1% | +24.6% |
| 6M | +57.3% | -45.2% | +102.5% | +69.4% |
| YTD | +21.2% | +19.5% | +1.7% | +13.9% |
| 1Y | +21.1% | +24.2% | -3.1% | +12.9% |
| 3Y | +58.8% | +494.2% | -435.3% | +8.9% |
| 5Y | +11.8% | +1,036.1% | -1,024.3% | -32.2% |
| 10Y | +376.2% | +3,599.0% | -3,222.8% | +126.1% |
| All | +2,425.6% | +8,592.5% | -6,166.9% | +720.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling