+1,410.4%
TSM vs FIX
+3,608.1%
-2,197.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.4% | +0.9% | +4.4% |
| 7D | -7.6% | -17.5% | +9.9% | -1.4% |
| 30D | -20.5% | -41.6% | +21.1% | -4.4% |
| 3M | -10.0% | -40.6% | +30.6% | +7.0% |
| 6M | -10.1% | -49.4% | +39.3% | +12.7% |
| YTD | +24.5% | +9.2% | +15.3% | +18.9% |
| 1Y | +31.2% | +6.5% | +24.7% | +25.9% |
| 3Y | +322.0% | +448.7% | -126.7% | +128.5% |
| 5Y | +245.3% | +948.7% | -703.5% | +50.7% |
| All | +1,410.4% | +3,608.1% | -2,197.7% | +404.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling