-2.1%
FIX vs TPR
+28.0%
-30.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +7.1% | -18.7% | -13.4% |
| 7D | -27.2% | +13.9% | -41.1% | -30.3% |
| 30D | -46.9% | +14.9% | -61.8% | -49.3% |
| 3M | -44.4% | -15.4% | -29.0% | -41.1% |
| 6M | -50.9% | -4.5% | -46.4% | -51.7% |
| YTD | +3.5% | +6.0% | -2.5% | -1.5% |
| 1Y | -2.1% | +24.3% | -26.4% | -15.1% |
| All | -2.1% | +28.0% | -30.1% | -15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling