+13,634.3%
TSM vs FIX
+10,417.3%
+3,217.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +0.9% | +2.4% |
| 7D | +2.7% | +6.0% | -3.3% | +1.2% |
| 30D | +3.6% | -7.2% | +10.8% | +5.4% |
| 3M | -3.4% | -15.9% | +12.5% | +0.7% |
| 6M | +20.6% | +12.7% | +7.9% | +16.7% |
| YTD | +41.9% | +72.8% | -30.9% | +23.6% |
| 1Y | +84.4% | +122.9% | -38.5% | +50.1% |
| 3Y | +380.2% | +774.3% | -394.1% | +178.9% |
| 5Y | +275.3% | +2,049.5% | -1,774.1% | +76.8% |
| 10Y | +1,751.4% | +5,821.5% | -4,070.1% | +566.0% |
| All | +13,634.3% | +10,417.3% | +3,217.0% | +3,181.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling