+31.2%
TSM vs FIX
+3.4%
+27.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.4% | +0.9% | +3.8% |
| 7D | -7.6% | -17.5% | +9.9% | 0.0% |
| 30D | -20.5% | -41.6% | +21.1% | +0.6% |
| 3M | -10.0% | -40.6% | +30.6% | +12.2% |
| 6M | -10.1% | -49.4% | +39.3% | +20.1% |
| YTD | +24.5% | +9.2% | +15.3% | +16.6% |
| 1Y | +31.2% | +6.5% | +24.7% | +24.0% |
| All | +31.2% | +3.4% | +27.8% | +24.0% |
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