+130.4%
TLT vs FIX
+30,964.0%
-30,833.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -11.6% | +11.8% | -0.5% |
| 7D | +0.5% | -27.2% | +27.8% | -1.2% |
| 30D | +6.0% | -46.9% | +52.9% | +2.3% |
| 3M | -0.9% | -44.4% | +43.5% | -4.0% |
| 6M | -2.6% | -50.9% | +48.3% | -6.1% |
| YTD | -3.1% | +3.5% | -6.7% | -1.8% |
| 1Y | -4.4% | -2.1% | -2.3% | -3.3% |
| 3Y | +5.5% | +418.7% | -413.3% | +22.0% |
| 5Y | -34.7% | +894.6% | -929.3% | -19.8% |
| 10Y | -17.6% | +3,465.5% | -3,483.1% | +16.5% |
| All | +130.4% | +30,964.0% | -30,833.6% | +300.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling