+6.1%
TLT vs FIX
+503.8%
-497.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.4% | -9.4% | 0.0% |
| 7D | +0.3% | -7.2% | +7.5% | +0.3% |
| 30D | +5.1% | -35.1% | +40.2% | +5.5% |
| 3M | -0.2% | -34.3% | +34.1% | +0.1% |
| 6M | -2.9% | -42.9% | +40.0% | -2.5% |
| YTD | -2.7% | +19.5% | -22.1% | -3.2% |
| 1Y | -4.6% | +16.8% | -21.4% | -5.1% |
| 3Y | +6.1% | +506.7% | -500.6% | -5.5% |
| All | +6.1% | +503.8% | -497.7% | -5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling