+3,553.2%
FIX vs TPR
+364.3%
+3,188.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | +9.4% | -0.3% | +9.7% | +9.6% |
| 30D | -27.8% | +15.1% | -42.9% | -32.2% |
| 3M | -35.6% | +3.5% | -39.1% | -37.2% |
| 6M | -45.2% | +0.4% | -45.7% | -46.8% |
| YTD | +19.5% | +4.6% | +14.9% | +13.9% |
| 1Y | +24.2% | +33.1% | -8.9% | +7.7% |
| 3Y | +494.2% | +396.0% | +98.2% | +197.8% |
| 5Y | +1,036.1% | +230.3% | +805.9% | +537.3% |
| All | +3,553.2% | +364.3% | +3,188.9% | +1,354.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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