-14.3%
TEAM vs FIX
+503.5%
-517.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.5% |
| 7D | -2.4% | +9.4% | -11.8% | -2.7% |
| 30D | -26.7% | -27.8% | +1.1% | -25.9% |
| 3M | -9.6% | -35.6% | +25.9% | -8.3% |
| 6M | +86.0% | -45.2% | +131.3% | +90.5% |
| YTD | -7.5% | +19.5% | -27.0% | -19.4% |
| 1Y | -1.4% | +24.2% | -25.6% | -15.3% |
| 3Y | -14.3% | +494.2% | -508.5% | -56.0% |
| All | -14.3% | +503.5% | -517.8% | -56.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling