+3,441.7%
FIX vs TE
-48.3%
+3,490.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +10.0% | -7.6% | +1.2% |
| 7D | +6.1% | +18.2% | -12.2% | +4.0% |
| 30D | -2.7% | -13.5% | +10.8% | -1.4% |
| 3M | -10.9% | -44.6% | +33.6% | -5.9% |
| 6M | +29.0% | -24.7% | +53.7% | +29.3% |
| YTD | +76.9% | -24.3% | +101.1% | +75.8% |
| 1Y | +130.7% | +155.6% | -24.8% | +94.8% |
| 3Y | +790.7% | -18.3% | +808.9% | +673.5% |
| 5Y | +2,185.6% | -41.3% | +2,226.9% | +1,878.4% |
| All | +3,441.7% | -48.3% | +3,490.0% | +2,919.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 10y: compounded portfolio wealth divided by compounded TE 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…
10y analysis · Full analysis span regression · 6 months rolling