-34.8%
TLT vs FIX
+1,045.2%
-1,080.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.7% | -1.3% |
| 7D | -0.3% | -13.9% | +13.7% | -0.2% |
| 30D | +3.7% | -35.5% | +39.3% | +4.2% |
| 3M | -0.7% | -33.9% | +33.3% | -0.2% |
| 6M | -4.2% | -43.3% | +39.1% | -3.6% |
| YTD | -4.0% | +18.7% | -22.6% | -4.6% |
| 1Y | -5.8% | +13.8% | -19.6% | -6.4% |
| 3Y | +4.1% | +495.0% | -490.9% | -1.6% |
| 5Y | -34.8% | +1,049.0% | -1,083.8% | -39.8% |
| All | -34.8% | +1,045.2% | -1,080.0% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling