+951.2%
FIX vs TLN
+583.6%
+367.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.8% | -1.8% | -0.1% |
| 7D | +6.0% | +7.1% | -1.0% | +2.2% |
| 30D | -7.2% | -3.9% | -3.4% | -5.5% |
| 3M | -15.9% | -16.2% | +0.3% | -7.9% |
| 6M | +12.7% | -5.8% | +18.6% | +14.4% |
| YTD | +72.8% | -15.4% | +88.2% | +82.2% |
| 1Y | +122.9% | -16.7% | +139.6% | +137.1% |
| 3Y | +774.3% | +473.8% | +300.6% | +330.8% |
| All | +951.2% | +583.6% | +367.7% | +432.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling