+2,086.1%
FIX vs TE
-75.9%
+2,161.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.5% | +1.9% | +5.0% |
| 7D | -17.5% | -12.6% | -4.9% | -15.9% |
| 30D | -41.6% | -36.7% | -4.8% | -38.3% |
| 3M | -40.6% | -57.5% | +16.9% | -34.7% |
| 6M | -49.4% | -55.2% | +5.8% | -45.6% |
| YTD | +9.2% | -64.7% | +73.8% | +18.4% |
| 1Y | +6.5% | -35.9% | +42.3% | +7.5% |
| 3Y | +448.7% | -31.8% | +480.5% | +380.2% |
| 5Y | +948.7% | -79.4% | +1,028.2% | +919.2% |
| All | +2,086.1% | -75.9% | +2,161.9% | +1,933.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling