-5.8%
TLT vs FIX
+21.5%
-27.3%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.0% | -5.0% | 0.0% |
| 7D | -1.0% | +6.4% | -7.5% | -1.0% |
| 30D | +4.1% | -29.1% | +33.2% | +4.4% |
| 3M | -0.4% | -31.1% | +30.8% | -0.1% |
| 6M | -3.2% | -42.8% | +39.7% | -2.5% |
| YTD | -3.5% | +24.6% | -28.2% | -5.5% |
| 1Y | -5.8% | +21.9% | -27.8% | -7.7% |
| All | -5.8% | +21.5% | -27.3% | -7.7% |
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