-1.6%
TEAM vs FIX
+3.4%
-4.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +5.4% | -21.6% | -14.6% |
| 7D | -19.8% | -17.5% | -2.4% | -23.4% |
| 30D | -21.5% | -41.6% | +20.1% | -33.4% |
| 3M | +39.5% | -40.6% | +80.1% | +20.3% |
| 6M | +73.1% | -49.4% | +122.4% | +45.5% |
| YTD | -5.2% | +9.2% | -14.4% | -8.4% |
| 1Y | -1.6% | +6.5% | -8.0% | -5.0% |
| All | -1.6% | +3.4% | -4.9% | -5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling