-5.6%
TLT vs FIX
+14.3%
-19.9%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -15.1% | +15.9% | +0.8% |
| 7D | +1.0% | -18.9% | +19.9% | +1.0% |
| 30D | +6.0% | -36.3% | +42.3% | +6.3% |
| 3M | -0.9% | -38.5% | +37.6% | -0.6% |
| 6M | -2.3% | -42.3% | +40.0% | -1.9% |
| YTD | -3.3% | +17.1% | -20.4% | -4.6% |
| 1Y | -5.6% | +14.4% | -20.0% | -6.7% |
| All | -5.6% | +14.3% | -19.9% | -6.7% |
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