-11.4%
TEAM vs FIX
+448.6%
-460.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +5.4% | -21.6% | -16.3% |
| 7D | -19.8% | -17.5% | -2.4% | -19.3% |
| 30D | -21.5% | -41.6% | +20.1% | -20.0% |
| 3M | +39.5% | -40.6% | +80.1% | +41.8% |
| 6M | +73.1% | -49.4% | +122.4% | +77.4% |
| YTD | -5.2% | +9.2% | -14.4% | -17.2% |
| 1Y | -1.6% | +6.5% | -8.0% | -13.9% |
| 3Y | -11.4% | +448.7% | -460.2% | -54.7% |
| All | -11.4% | +448.6% | -460.1% | -54.7% |
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