-44.4%
FIX vs TPR
-14.3%
-30.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +7.1% | -18.7% | -9.8% |
| 7D | -27.2% | +13.9% | -41.1% | -25.3% |
| 30D | -46.9% | +14.9% | -61.8% | -45.6% |
| 3M | -44.4% | -15.4% | -29.0% | -45.5% |
| All | -44.4% | -14.3% | -30.1% | -45.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling