-17.7%
TMUS vs FIX
+3.4%
-21.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.4% | -4.6% | +1.8% |
| 7D | +3.6% | -17.5% | +21.0% | +0.6% |
| 30D | -3.4% | -41.6% | +38.2% | -11.8% |
| 3M | -9.5% | -40.6% | +31.1% | -16.9% |
| 6M | -15.2% | -49.4% | +34.2% | -23.5% |
| YTD | -18.9% | +9.2% | -28.1% | -17.4% |
| 1Y | -17.7% | +6.5% | -24.2% | -16.1% |
| All | -17.7% | +3.4% | -21.1% | -16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling