+777.0%
FIX vs TPR
+292.1%
+484.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +6.0% | -2.3% | +8.3% | +6.9% |
| 30D | -7.2% | -23.0% | +15.7% | +1.4% |
| 3M | -15.9% | -12.5% | -3.4% | -13.1% |
| 6M | +12.7% | -21.4% | +34.2% | +21.3% |
| YTD | +72.8% | -3.5% | +76.3% | +71.3% |
| 1Y | +122.9% | +17.4% | +105.5% | +104.2% |
| All | +777.0% | +292.1% | +484.9% | +415.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling