+3,604.4%
FIX vs TPR
+365.1%
+3,239.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.6% |
| 7D | +17.0% | -1.1% | +18.2% | +17.5% |
| 30D | -30.6% | +15.1% | -45.7% | -34.9% |
| 3M | -35.0% | -13.4% | -21.6% | -32.6% |
| 6M | -44.0% | +1.4% | -45.3% | -45.8% |
| YTD | +21.1% | +4.8% | +16.4% | +15.4% |
| 1Y | +16.3% | +29.2% | -12.9% | +2.0% |
| 3Y | +507.4% | +403.7% | +103.7% | +202.6% |
| 5Y | +1,052.1% | +230.8% | +821.2% | +545.8% |
| All | +3,604.4% | +365.1% | +3,239.3% | +1,373.5% |
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