+273.1%
TSM vs FIX
+2,061.9%
-1,788.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +0.9% | +2.1% |
| 7D | +2.7% | +6.0% | -3.3% | +0.2% |
| 30D | +3.6% | -7.2% | +10.8% | +6.6% |
| 3M | -3.4% | -15.9% | +12.5% | +3.2% |
| 6M | +20.6% | +12.7% | +7.9% | +13.3% |
| YTD | +41.9% | +72.8% | -30.9% | +11.9% |
| 1Y | +84.4% | +122.9% | -38.5% | +29.2% |
| 3Y | +380.2% | +774.3% | -394.1% | +88.9% |
| All | +273.1% | +2,061.9% | -1,788.8% | +1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling