+296.9%
TSM vs FIX
+420.3%
-123.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -11.6% | +0.8% | -5.8% |
| 7D | -18.2% | -27.2% | +9.0% | -6.7% |
| 30D | -26.8% | -46.9% | +20.1% | -4.7% |
| 3M | -14.5% | -44.4% | +29.9% | +8.3% |
| 6M | -10.0% | -50.9% | +40.9% | +19.6% |
| YTD | +17.1% | +3.5% | +13.6% | +12.1% |
| 1Y | +21.5% | -2.1% | +23.6% | +18.5% |
| All | +296.9% | +420.3% | -123.4% | +89.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling