+15.6%
TMUS vs FIX
+448.6%
-433.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.4% | -4.6% | +1.2% |
| 7D | +3.6% | -17.5% | +21.0% | +2.5% |
| 30D | -3.4% | -41.6% | +38.2% | -6.3% |
| 3M | -9.5% | -40.6% | +31.1% | -12.0% |
| 6M | -15.2% | -49.4% | +34.2% | -17.9% |
| YTD | -18.9% | +9.2% | -28.1% | -20.4% |
| 1Y | -17.7% | +6.5% | -24.2% | -19.2% |
| 3Y | +15.6% | +448.7% | -433.1% | +11.6% |
| All | +15.6% | +448.6% | -433.0% | +11.6% |
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