-9.8%
T vs FIX
+17.4%
-27.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | -0.7% |
| 7D | +1.6% | +17.0% | -15.4% | +3.5% |
| 30D | -2.9% | -30.6% | +27.7% | -7.0% |
| 3M | -7.5% | -35.0% | +27.5% | -11.9% |
| 6M | -9.9% | -44.0% | +34.0% | -15.1% |
| YTD | -6.4% | +21.1% | -27.6% | -4.1% |
| All | -9.8% | +17.4% | -27.1% | -7.3% |
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