-65.3%
TEAM vs FIX
+933.9%
-999.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +5.4% | -21.6% | -17.0% |
| 7D | -19.8% | -17.5% | -2.4% | -17.7% |
| 30D | -21.5% | -41.6% | +20.1% | -15.0% |
| 3M | +39.5% | -40.6% | +80.1% | +49.6% |
| 6M | +73.1% | -49.4% | +122.4% | +88.3% |
| YTD | -5.2% | +9.2% | -14.4% | -20.7% |
| 1Y | -1.6% | +6.5% | -8.0% | -17.6% |
| 3Y | -11.4% | +448.7% | -460.2% | -69.5% |
| All | -65.3% | +933.9% | -999.2% | -93.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling