+5,993.3%
FIX vs TRI
+190.0%
+5,803.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -6.5% | +8.9% | +3.6% |
| 7D | +6.1% | -7.1% | +13.1% | +7.4% |
| 30D | -2.7% | -2.3% | -0.3% | -2.7% |
| 3M | -10.9% | +19.6% | -30.5% | -17.2% |
| 6M | +29.0% | -8.7% | +37.7% | +29.9% |
| YTD | +76.9% | -22.3% | +99.1% | +89.1% |
| 1Y | +130.7% | -40.7% | +171.4% | +182.1% |
| 3Y | +790.7% | -17.8% | +808.4% | +783.9% |
| 5Y | +2,185.6% | -8.5% | +2,194.1% | +1,995.4% |
| 10Y | +5,993.3% | +192.6% | +5,800.7% | +3,443.6% |
| All | +5,993.3% | +190.0% | +5,803.3% | +3,443.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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