-12.5%
TLT vs FIX
+4,032.2%
-4,044.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.4% | -9.4% | +0.4% |
| 7D | +0.3% | -7.2% | +7.5% | +0.1% |
| 30D | +5.1% | -35.1% | +40.2% | +3.6% |
| 3M | -0.2% | -34.3% | +34.1% | -1.5% |
| 6M | -2.9% | -42.9% | +40.0% | -4.6% |
| YTD | -2.7% | +19.5% | -22.1% | -1.0% |
| 1Y | -4.6% | +16.8% | -21.4% | -3.0% |
| 3Y | +6.1% | +506.7% | -500.6% | +20.7% |
| 5Y | -35.1% | +1,046.7% | -1,081.8% | -21.2% |
| 10Y | -12.5% | +3,800.0% | -3,812.5% | +24.1% |
| All | -12.5% | +4,032.2% | -4,044.7% | +24.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling