+320.5%
TMUS vs FIX
+16,037.8%
-15,717.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.9% | -5.4% | -3.9% |
| 7D | +0.1% | +6.0% | -5.9% | -1.2% |
| 30D | +5.3% | -7.2% | +12.5% | +6.6% |
| 3M | +3.1% | -15.9% | +19.0% | +5.0% |
| 6M | -16.5% | +12.7% | -29.2% | -21.7% |
| YTD | -9.2% | +72.8% | -82.0% | -24.0% |
| 1Y | -26.5% | +122.9% | -149.4% | -43.4% |
| 3Y | +39.0% | +774.3% | -735.3% | -33.4% |
| 5Y | +40.4% | +2,049.5% | -2,009.1% | -50.9% |
| 10Y | +303.7% | +5,821.5% | -5,517.8% | -12.0% |
| All | +320.5% | +16,037.8% | -15,717.3% | -45.3% |
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