+272.0%
TMUS vs FIX
+9,570.0%
-9,298.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -11.6% | +12.5% | +3.3% |
| 7D | +9.0% | -27.2% | +36.3% | +15.5% |
| 30D | -3.2% | -46.9% | +43.7% | +9.2% |
| 3M | -6.9% | -44.4% | +37.5% | +3.5% |
| 6M | -16.4% | -50.9% | +34.5% | -6.2% |
| YTD | -19.6% | +3.5% | -23.2% | -26.2% |
| 1Y | -19.9% | -2.1% | -17.8% | -25.9% |
| 3Y | +14.5% | +418.7% | -404.2% | -39.2% |
| 5Y | +37.7% | +894.6% | -856.9% | -42.4% |
| 10Y | +242.2% | +3,465.5% | -3,223.3% | -17.7% |
| All | +272.0% | +9,570.0% | -9,298.0% | -46.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling