-5.2%
TLT vs FIX
+3.4%
-8.6%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.4% | -5.5% | 0.0% |
| 7D | +0.1% | -17.5% | +17.6% | +0.1% |
| 30D | +6.2% | -41.6% | +47.8% | +6.6% |
| 3M | -0.3% | -40.6% | +40.2% | 0.0% |
| 6M | -3.4% | -49.4% | +46.0% | -2.8% |
| YTD | -3.1% | +9.2% | -12.3% | -5.0% |
| 1Y | -5.2% | +6.5% | -11.7% | -6.9% |
| All | -5.2% | +3.4% | -8.6% | -6.9% |
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 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