+42.0%
TMUS vs FIX
+2,061.9%
-2,019.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.9% | -5.4% | -3.5% |
| 7D | +0.1% | +6.0% | -5.9% | +0.1% |
| 30D | +5.3% | -7.2% | +12.5% | +5.2% |
| 3M | +3.1% | -15.9% | +19.0% | +3.2% |
| 6M | -16.5% | +12.7% | -29.2% | -17.3% |
| YTD | -9.2% | +72.8% | -82.0% | -12.1% |
| 1Y | -26.5% | +122.9% | -149.4% | -30.4% |
| 3Y | +39.0% | +774.3% | -735.3% | +8.5% |
| All | +42.0% | +2,061.9% | -2,019.9% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling