+2,292.2%
FIX vs TE
-80.5%
+2,372.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.7% | -1.0% |
| 7D | +9.4% | -19.1% | +28.5% | +12.2% |
| 30D | -27.8% | -34.1% | +6.4% | -24.1% |
| 3M | -35.6% | -60.1% | +24.6% | -28.5% |
| 6M | -45.2% | -66.0% | +20.7% | -39.1% |
| YTD | +19.5% | -71.4% | +90.9% | +32.9% |
| 1Y | +24.2% | -45.3% | +69.5% | +28.3% |
| 3Y | +494.2% | +9.1% | +485.0% | +399.5% |
| 5Y | +1,036.1% | -82.6% | +1,118.7% | +1,028.4% |
| All | +2,292.2% | -80.5% | +2,372.7% | +2,182.8% |
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