+2,073.3%
TMO vs FIX
+12,769.2%
-10,695.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.1% | -2.1% |
| 7D | +0.4% | +6.1% | -5.6% | -0.5% |
| 30D | +1.5% | -2.7% | +4.2% | +1.7% |
| 3M | +28.5% | -10.9% | +39.5% | +29.6% |
| 6M | +20.4% | +29.0% | -8.6% | +13.6% |
| YTD | +4.3% | +76.9% | -72.6% | -6.9% |
| 1Y | +24.1% | +130.7% | -106.6% | +5.2% |
| 3Y | +17.5% | +790.7% | -773.2% | -23.9% |
| 5Y | +6.8% | +2,185.6% | -2,178.8% | -41.6% |
| 10Y | +311.9% | +5,993.3% | -5,681.4% | +82.0% |
| All | +2,073.3% | +12,769.2% | -10,695.8% | +570.4% |
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 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