+6,034.5%
FIX vs TNA
+74.0%
+5,960.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | -0.4% |
| 7D | +3.5% | -3.6% | +7.1% | +5.0% |
| 30D | -3.5% | -10.1% | +6.5% | +0.4% |
| 3M | -11.8% | +2.7% | -14.5% | -12.4% |
| 6M | +17.8% | +38.4% | -20.6% | +4.1% |
| YTD | +73.3% | +45.4% | +27.9% | +49.8% |
| 1Y | +128.1% | +55.9% | +72.2% | +91.2% |
| 3Y | +772.7% | +109.8% | +662.8% | +502.5% |
| 5Y | +2,166.4% | -22.5% | +2,189.0% | +1,861.1% |
| 10Y | +6,034.5% | +87.5% | +5,946.9% | +2,698.9% |
| All | +6,034.5% | +74.0% | +5,960.4% | +2,698.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling