+61.0%
T vs FIX
+420.3%
-359.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -11.6% | +11.5% | -0.9% |
| 7D | +4.3% | -27.2% | +31.5% | +2.1% |
| 30D | -9.7% | -46.9% | +37.2% | -13.6% |
| 3M | -4.3% | -44.4% | +40.1% | -8.0% |
| 6M | -13.7% | -50.9% | +37.2% | -17.3% |
| YTD | -8.0% | +3.5% | -11.5% | -7.9% |
| 1Y | -6.9% | -2.1% | -4.8% | -7.0% |
| All | +61.0% | +420.3% | -359.2% | +70.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling