-6.4%
T vs FIX
+14.3%
-20.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -15.1% | +17.1% | +0.3% |
| 7D | +5.5% | -18.9% | +24.4% | +3.2% |
| 30D | -8.9% | -36.3% | +27.4% | -13.6% |
| 3M | -5.6% | -38.5% | +32.9% | -10.6% |
| 6M | -14.3% | -42.3% | +28.0% | -18.9% |
| YTD | -7.9% | +17.1% | -25.0% | -6.4% |
| 1Y | -6.4% | +14.4% | -20.8% | -5.0% |
| All | -6.4% | +14.3% | -20.7% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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