+3,653.2%
FIX vs TPR
+383.4%
+3,269.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.0% | +6.5% | +5.8% |
| 7D | -17.5% | +14.2% | -31.7% | -22.2% |
| 30D | -41.6% | +17.1% | -58.7% | -45.6% |
| 3M | -40.6% | -17.7% | -22.9% | -37.2% |
| 6M | -49.4% | -10.2% | -39.2% | -48.8% |
| YTD | +9.2% | +4.9% | +4.3% | +3.9% |
| 1Y | +6.5% | +36.1% | -29.7% | -8.6% |
| 3Y | +448.7% | +416.5% | +32.3% | +170.3% |
| 5Y | +948.7% | +254.8% | +693.9% | +469.7% |
| All | +3,653.2% | +383.4% | +3,269.8% | +1,316.1% |
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