+631.8%
TEAM vs FIX
+3,131.3%
-2,499.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +5.4% | -21.6% | -16.9% |
| 7D | -19.8% | -17.5% | -2.4% | -18.1% |
| 30D | -21.5% | -41.6% | +20.1% | -16.2% |
| 3M | +39.5% | -40.6% | +80.1% | +47.8% |
| 6M | +73.1% | -49.4% | +122.4% | +85.3% |
| YTD | -5.2% | +9.2% | -14.4% | -14.5% |
| 1Y | -1.6% | +6.5% | -8.0% | -11.2% |
| 3Y | -11.4% | +448.7% | -460.2% | -47.2% |
| 5Y | -65.1% | +948.7% | -1,013.8% | -81.9% |
| 10Y | +471.3% | +3,659.7% | -3,188.4% | +142.9% |
| All | +631.8% | +3,131.3% | -2,499.5% | +211.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling