+5,892.0%
FIX vs TPR
+321.0%
+5,571.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +6.0% | -2.3% | +8.3% | +7.0% |
| 30D | -7.2% | -23.0% | +15.7% | +1.5% |
| 3M | -15.9% | -12.5% | -3.4% | -12.8% |
| 6M | +12.7% | -21.4% | +34.2% | +21.7% |
| YTD | +72.8% | -3.5% | +76.3% | +71.6% |
| 1Y | +122.9% | +17.4% | +105.5% | +104.6% |
| 3Y | +774.3% | +291.3% | +483.1% | +386.6% |
| 5Y | +2,049.5% | +241.9% | +1,807.6% | +1,099.5% |
| All | +5,892.0% | +321.0% | +5,571.0% | +2,359.8% |
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