+53.4%
T vs FIX
+933.9%
-880.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.4% | -6.3% | -0.7% |
| 7D | +1.0% | -17.5% | +18.5% | +0.5% |
| 30D | -10.6% | -41.6% | +31.0% | -11.9% |
| 3M | -7.7% | -40.6% | +32.8% | -9.0% |
| 6M | -13.3% | -49.4% | +36.1% | -14.6% |
| YTD | -8.8% | +9.2% | -17.9% | -9.9% |
| 1Y | -8.4% | +6.5% | -14.9% | -9.5% |
| 3Y | +59.6% | +448.7% | -389.1% | +42.6% |
| All | +53.4% | +933.9% | -880.5% | +14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling