-34.5%
TLT vs FIX
+1,026.2%
-1,060.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.4% |
| 7D | -3.1% | +9.4% | -12.5% | -3.2% |
| 30D | +1.0% | -27.8% | +28.8% | +1.4% |
| 3M | -2.7% | -35.6% | +32.8% | -2.3% |
| 6M | -4.1% | -45.2% | +41.1% | -3.5% |
| YTD | -5.4% | +19.5% | -24.8% | -6.0% |
| 1Y | -7.0% | +24.2% | -31.3% | -7.7% |
| 3Y | +2.8% | +494.2% | -491.3% | -2.9% |
| All | -34.5% | +1,026.2% | -1,060.8% | -40.5% |
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 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