+14.4%
FIX vs TNA
+37.5%
-23.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +4.4% | -19.5% | -17.6% |
| 7D | -18.9% | +2.4% | -21.3% | -20.4% |
| 30D | -36.3% | -0.9% | -35.4% | -36.3% |
| 3M | -38.5% | -19.2% | -19.3% | -30.5% |
| 6M | -42.3% | -0.8% | -41.4% | -42.6% |
| YTD | +17.1% | +33.2% | -16.1% | -5.5% |
| 1Y | +14.4% | +38.5% | -24.1% | -9.5% |
| All | +14.4% | +37.5% | -23.1% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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