+14.6%
TMUS vs FIX
+420.3%
-405.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -11.6% | +12.5% | +0.1% |
| 7D | +9.0% | -27.2% | +36.3% | +7.1% |
| 30D | -3.2% | -46.9% | +43.7% | -6.7% |
| 3M | -6.9% | -44.4% | +37.5% | -9.9% |
| 6M | -16.4% | -50.9% | +34.5% | -19.3% |
| YTD | -19.6% | +3.5% | -23.2% | -21.4% |
| 1Y | -19.9% | -2.1% | -17.8% | -21.6% |
| All | +14.6% | +420.3% | -405.6% | +10.2% |
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