+14.5%
FIX vs TE
-44.1%
+58.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -3.0% | +12.4% | +10.0% |
| 7D | -7.2% | -10.5% | +3.3% | -5.0% |
| 30D | -35.1% | -32.4% | -2.7% | -30.4% |
| 3M | -34.3% | -60.9% | +26.6% | -23.3% |
| 6M | -42.9% | -62.8% | +19.9% | -33.3% |
| YTD | +19.5% | -65.7% | +85.2% | +38.3% |
| All | +14.5% | -44.1% | +58.7% | +22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling