-7.4%
T vs FIX
+13.3%
-20.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.6% |
| 7D | +2.6% | -13.9% | +16.5% | +1.1% |
| 30D | -1.1% | -35.5% | +34.5% | -6.0% |
| 3M | -7.7% | -33.9% | +26.2% | -11.8% |
| 6M | -10.6% | -43.3% | +32.7% | -15.6% |
| YTD | -7.5% | +18.7% | -26.1% | -5.6% |
| 1Y | -7.4% | +13.8% | -21.2% | -5.9% |
| All | -7.4% | +13.3% | -20.7% | -5.9% |
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