+637.1%
FIX vs TLN
+733.8%
-96.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.1% | -4.9% | -4.0% |
| 7D | +17.0% | +22.3% | -5.3% | +4.6% |
| 30D | -30.6% | +1.2% | -31.8% | -30.5% |
| 3M | -35.0% | +5.9% | -41.0% | -37.0% |
| 6M | -44.0% | +3.2% | -47.2% | -45.3% |
| YTD | +21.1% | +3.2% | +18.0% | +15.2% |
| 1Y | +16.3% | +5.2% | +11.0% | +9.5% |
| 3Y | +507.4% | +606.3% | -98.9% | +169.2% |
| All | +637.1% | +733.8% | -96.8% | +236.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling