+1,672.6%
TSM vs FIX
+3,615.9%
-1,943.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +0.9% | -0.9% |
| 7D | +14.8% | +17.0% | -2.2% | +8.4% |
| 30D | -8.9% | -30.6% | +21.7% | +2.9% |
| 3M | -5.3% | -35.0% | +29.8% | +9.0% |
| 6M | +2.6% | -44.0% | +46.5% | +24.0% |
| YTD | +34.5% | +21.1% | +13.3% | +23.5% |
| 1Y | +41.0% | +16.3% | +24.7% | +30.8% |
| 3Y | +333.1% | +507.4% | -174.3% | +124.3% |
| 5Y | +270.1% | +1,052.1% | -782.0% | +54.3% |
| All | +1,672.6% | +3,615.9% | -1,943.3% | +431.5% |
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 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