+1,709.2%
TSM vs FIX
+5,885.7%
-4,176.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +0.9% | +2.2% |
| 7D | +2.7% | +6.0% | -3.3% | +0.6% |
| 30D | +3.6% | -7.2% | +10.8% | +6.1% |
| 3M | -3.4% | -15.9% | +12.5% | +2.2% |
| 6M | +20.6% | +12.7% | +7.9% | +14.8% |
| YTD | +41.9% | +72.8% | -30.9% | +16.6% |
| 1Y | +84.4% | +122.9% | -38.5% | +37.7% |
| 3Y | +380.2% | +774.3% | -394.1% | +125.2% |
| 5Y | +275.3% | +2,049.5% | -1,774.1% | +33.7% |
| All | +1,709.2% | +5,885.7% | -4,176.5% | +416.7% |
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