+2,105.4%
FIX vs TNA
-22.2%
+2,127.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.5% |
| 3M | -15.9% | +0.4% | -16.2% | -15.9% |
| 6M | +12.7% | +32.5% | -19.8% | +1.2% |
| YTD | +72.8% | +53.7% | +19.1% | +46.4% |
| 1Y | +122.9% | +65.1% | +57.8% | +83.3% |
| 3Y | +774.3% | +98.4% | +675.9% | +525.6% |
| All | +2,105.4% | -22.2% | +2,127.6% | +1,819.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling