-16.1%
TMUS vs FIX
+13.3%
-29.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.1% |
| 7D | +9.5% | -13.9% | +23.4% | +6.9% |
| 30D | +13.8% | -35.5% | +49.3% | +5.5% |
| 3M | -4.6% | -33.9% | +29.4% | -10.8% |
| 6M | -11.7% | -43.3% | +31.6% | -18.9% |
| YTD | -15.4% | +18.7% | -34.1% | -12.9% |
| 1Y | -16.1% | +13.8% | -29.9% | -13.9% |
| All | -16.1% | +13.3% | -29.4% | -13.9% |
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 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