+19,143.1%
FIX vs TNA
+812.2%
+18,331.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | +0.1% |
| 7D | -13.9% | -0.5% | -13.5% | -13.9% |
| 30D | -35.5% | -0.7% | -34.8% | -35.5% |
| 3M | -33.9% | -21.5% | -12.5% | -27.8% |
| 6M | -43.3% | -11.2% | -32.1% | -40.9% |
| YTD | +18.7% | +27.0% | -8.3% | +7.5% |
| 1Y | +13.8% | +28.0% | -14.3% | +2.6% |
| 3Y | +495.0% | +142.9% | +352.0% | +287.9% |
| 5Y | +1,049.0% | -42.6% | +1,091.6% | +1,007.1% |
| 10Y | +3,644.4% | +53.3% | +3,591.2% | +1,704.0% |
| All | +19,143.1% | +812.2% | +18,331.0% | +2,761.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling