+11,237.1%
TSM vs FIX
+6,202.1%
+5,035.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -11.6% | +0.8% | -7.9% |
| 7D | -18.2% | -27.2% | +9.0% | -11.6% |
| 30D | -26.8% | -46.9% | +20.1% | -14.7% |
| 3M | -14.5% | -44.4% | +29.9% | -1.8% |
| 6M | -10.0% | -50.9% | +40.9% | +6.4% |
| YTD | +17.1% | +3.5% | +13.6% | +15.2% |
| 1Y | +21.5% | -2.1% | +23.6% | +20.9% |
| 3Y | +300.4% | +418.7% | -118.4% | +164.1% |
| 5Y | +224.7% | +894.6% | -669.8% | +83.0% |
| 10Y | +1,372.7% | +3,465.5% | -2,092.8% | +499.4% |
| All | +11,237.1% | +6,202.1% | +5,035.0% | +2,957.8% |
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