+24.2%
FIX vs TLN
+1.6%
+22.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | +0.3% |
| 7D | +9.4% | +11.0% | -1.6% | +2.9% |
| 30D | -27.8% | +4.9% | -32.7% | -29.2% |
| 3M | -35.6% | +4.9% | -40.5% | -37.3% |
| 6M | -45.2% | +7.1% | -52.3% | -47.2% |
| YTD | +19.5% | +0.3% | +19.2% | +12.2% |
| 1Y | +24.2% | +5.9% | +18.3% | +12.6% |
| All | +24.2% | +1.6% | +22.6% | +12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling