+39.5%
TMUS vs FIX
+782.4%
-743.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.9% | -5.4% | -3.3% |
| 7D | +0.1% | +6.0% | -5.9% | +0.4% |
| 30D | +5.3% | -7.2% | +12.5% | +4.9% |
| 3M | +3.1% | -15.9% | +19.0% | +2.7% |
| 6M | -16.5% | +12.7% | -29.2% | -16.2% |
| YTD | -9.2% | +72.8% | -82.0% | -8.5% |
| 1Y | -26.5% | +122.9% | -149.4% | -26.2% |
| All | +39.5% | +782.4% | -743.0% | +41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling