+2,105.4%
FIX vs TE
-47.8%
+2,153.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.8% |
| 7D | +6.0% | -4.0% | +10.0% | +6.5% |
| 30D | -7.2% | -15.9% | +8.7% | -5.7% |
| 3M | -15.9% | -60.5% | +44.7% | -7.8% |
| 6M | +12.7% | -35.2% | +48.0% | +15.1% |
| YTD | +72.8% | -31.1% | +103.9% | +73.8% |
| 1Y | +122.9% | +148.6% | -25.8% | +88.7% |
| 3Y | +774.3% | -26.4% | +800.7% | +674.6% |
| All | +2,105.4% | -47.8% | +2,153.3% | +1,866.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling