+1,027.6%
FIX vs TE
-82.5%
+1,110.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.7% | -1.0% |
| 7D | +9.4% | -19.1% | +28.5% | +12.3% |
| 30D | -27.8% | -34.1% | +6.4% | -24.0% |
| 3M | -35.6% | -60.1% | +24.6% | -28.4% |
| 6M | -45.2% | -66.0% | +20.7% | -39.0% |
| YTD | +19.5% | -71.4% | +90.9% | +33.2% |
| 1Y | +24.2% | -45.3% | +69.5% | +28.4% |
| 3Y | +494.2% | +9.1% | +485.0% | +396.6% |
| All | +1,027.6% | -82.5% | +1,110.1% | +1,035.6% |
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 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