-12.9%
TEAM vs FIX
+529.6%
-542.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.0% | -2.5% | +2.4% |
| 7D | -19.7% | +6.4% | -26.2% | -19.9% |
| 30D | -26.6% | -29.1% | +2.5% | -25.7% |
| 3M | -1.1% | -31.1% | +30.1% | 0.0% |
| 6M | +74.6% | -42.8% | +117.4% | +78.4% |
| YTD | -6.0% | +24.6% | -30.6% | -18.3% |
| 1Y | -3.2% | +21.9% | -25.2% | -15.9% |
| All | -12.9% | +529.6% | -542.5% | -55.3% |
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