+764.4%
FIX vs TNA
+117.6%
+646.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.6% |
| 7D | +6.0% | -0.1% | +6.1% | +6.0% |
| 30D | -7.2% | -4.9% | -2.3% | -5.2% |
| 3M | -15.9% | +0.4% | -16.2% | -16.0% |
| 6M | +12.7% | +32.5% | -19.8% | -0.8% |
| YTD | +72.8% | +53.7% | +19.1% | +42.1% |
| 1Y | +122.9% | +65.1% | +57.8% | +77.0% |
| All | +764.4% | +117.6% | +646.8% | +507.4% |
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