+244.6%
TMUS vs FIX
+3,814.3%
-3,569.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.0% | -3.2% | +1.5% |
| 7D | +8.2% | +6.4% | +1.7% | +7.6% |
| 30D | +13.4% | -29.1% | +42.4% | +15.9% |
| 3M | -3.0% | -31.1% | +28.1% | -0.9% |
| 6M | -8.8% | -42.8% | +34.0% | -5.7% |
| YTD | -13.8% | +24.6% | -38.5% | -19.2% |
| 1Y | -17.1% | +21.9% | -39.0% | -22.2% |
| 3Y | +22.7% | +524.9% | -502.3% | -15.7% |
| 5Y | +52.8% | +1,092.2% | -1,039.4% | -10.2% |
| 10Y | +244.6% | +3,759.0% | -3,514.4% | +52.1% |
| All | +244.6% | +3,814.3% | -3,569.6% | +52.1% |
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