+41.0%
TSM vs FIX
+17.6%
+23.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +0.9% | -0.6% |
| 7D | +14.8% | +17.0% | -2.2% | +6.8% |
| 30D | -8.9% | -30.6% | +21.7% | +6.3% |
| 3M | -5.3% | -35.0% | +29.8% | +13.3% |
| 6M | +2.6% | -44.0% | +46.5% | +30.6% |
| YTD | +34.5% | +21.1% | +13.3% | +20.4% |
| 1Y | +41.0% | +16.3% | +24.7% | +28.0% |
| All | +41.0% | +17.6% | +23.4% | +28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling