+238.4%
TMUS vs FIX
+3,608.1%
-3,369.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.4% | -4.6% | +0.5% |
| 7D | +3.6% | -17.5% | +21.0% | +4.8% |
| 30D | -3.4% | -41.6% | +38.2% | +0.3% |
| 3M | -9.5% | -40.6% | +31.1% | -6.4% |
| 6M | -15.2% | -49.4% | +34.2% | -11.6% |
| YTD | -18.9% | +9.2% | -28.1% | -23.2% |
| 1Y | -17.7% | +6.5% | -24.2% | -22.0% |
| 3Y | +15.6% | +448.7% | -433.1% | -20.0% |
| 5Y | +38.9% | +948.7% | -909.8% | -17.9% |
| All | +238.4% | +3,608.1% | -3,369.7% | +44.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling