+128.1%
FIX vs TRI
-42.5%
+170.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.2% | -2.8% |
| 7D | +3.5% | -8.4% | +11.9% | +0.2% |
| 30D | -3.5% | -6.5% | +2.9% | -5.4% |
| 3M | -11.8% | +18.6% | -30.3% | -2.9% |
| 6M | +17.8% | -10.4% | +28.2% | +23.9% |
| YTD | +73.3% | -23.7% | +97.0% | +68.6% |
| 1Y | +128.1% | -42.5% | +170.6% | +93.4% |
| All | +128.1% | -42.5% | +170.6% | +93.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling