-34.6%
TLT vs FIX
+933.9%
-968.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.4% | -5.5% | -0.1% |
| 7D | +0.1% | -17.5% | +17.6% | +0.3% |
| 30D | +6.2% | -41.6% | +47.8% | +6.8% |
| 3M | -0.3% | -40.6% | +40.2% | +0.2% |
| 6M | -3.4% | -49.4% | +46.0% | -2.6% |
| YTD | -3.1% | +9.2% | -12.3% | -3.7% |
| 1Y | -5.2% | +6.5% | -11.7% | -5.8% |
| 3Y | +6.5% | +448.7% | -442.2% | +0.6% |
| All | -34.6% | +933.9% | -968.5% | -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