+448.7%
FIX vs TNA
+105.1%
+343.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.8% | +2.7% | +4.2% |
| 7D | -17.5% | -7.0% | -10.5% | -14.8% |
| 30D | -41.6% | -6.4% | -35.1% | -39.9% |
| 3M | -40.6% | -25.7% | -14.9% | -32.3% |
| 6M | -49.4% | -19.7% | -29.6% | -44.4% |
| YTD | +9.2% | +18.3% | -9.1% | +0.3% |
| 1Y | +6.5% | +24.6% | -18.1% | -4.4% |
| 3Y | +448.7% | +112.8% | +335.9% | +278.6% |
| All | +448.7% | +105.1% | +343.6% | +278.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling