+1,502.2%
TSM vs FIX
+4,032.2%
-2,529.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +9.4% | -5.9% | +0.1% |
| 7D | -2.5% | -7.2% | +4.7% | -0.4% |
| 30D | -14.3% | -35.1% | +20.8% | -0.8% |
| 3M | -7.2% | -34.3% | +27.0% | +6.3% |
| 6M | -5.1% | -42.9% | +37.8% | +13.8% |
| YTD | +28.9% | +19.5% | +9.4% | +19.0% |
| 1Y | +37.1% | +16.8% | +20.3% | +27.1% |
| 3Y | +341.5% | +506.7% | -165.2% | +129.7% |
| 5Y | +245.7% | +1,046.7% | -801.0% | +45.2% |
| 10Y | +1,502.2% | +3,800.0% | -2,297.7% | +397.2% |
| All | +1,502.2% | +4,032.2% | -2,529.9% | +397.2% |
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