+441.0%
TEAM vs FIX
+3,723.8%
-3,282.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -4.0% |
| 7D | -22.2% | -13.9% | -8.3% | -20.9% |
| 30D | -28.1% | -35.5% | +7.4% | -24.2% |
| 3M | -2.2% | -33.9% | +31.8% | +2.3% |
| 6M | +62.2% | -43.3% | +105.5% | +71.0% |
| YTD | -8.4% | +18.7% | -27.0% | -18.7% |
| 1Y | -6.6% | +13.8% | -20.4% | -16.7% |
| 3Y | -15.7% | +495.0% | -510.7% | -51.3% |
| 5Y | -65.7% | +1,049.0% | -1,114.8% | -83.0% |
| 10Y | +441.0% | +3,644.4% | -3,203.5% | +121.1% |
| All | +441.0% | +3,723.8% | -3,282.9% | +121.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling