+626.7%
FIX vs TLN
+683.0%
-56.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +7.2% | +2.2% | +5.3% |
| 7D | -7.2% | +9.1% | -16.3% | -10.8% |
| 30D | -35.1% | -4.1% | -31.0% | -33.0% |
| 3M | -34.3% | +4.4% | -38.7% | -35.6% |
| 6M | -42.9% | -6.0% | -36.9% | -41.3% |
| YTD | +19.5% | -3.1% | +22.6% | +17.7% |
| 1Y | +16.8% | -6.1% | +22.8% | +17.0% |
| 3Y | +506.7% | +575.3% | -68.6% | +177.7% |
| All | +626.7% | +683.0% | -56.3% | +243.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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