+420.4%
FIX vs TLN
+496.7%
-76.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -3.2% | -8.3% | -9.8% |
| 7D | -27.2% | -9.4% | -17.9% | -22.5% |
| 30D | -46.9% | -15.2% | -31.7% | -41.3% |
| 3M | -44.4% | -4.1% | -40.3% | -42.9% |
| 6M | -50.9% | -17.8% | -33.1% | -45.7% |
| YTD | +3.5% | -15.6% | +19.2% | +10.1% |
| 1Y | -2.1% | -21.6% | +19.5% | +8.4% |
| All | +420.4% | +496.7% | -76.3% | +146.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling