+12.8%
TEAM vs NOC
-10.0%
+22.8%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.5% | -0.1% | -3.1% |
| 7D | -0.4% | -5.2% | +4.7% | -1.6% |
| 30D | +67.3% | -7.2% | +74.5% | +64.8% |
| 3M | +86.8% | -5.1% | +91.9% | +84.2% |
| 6M | +146.8% | -31.1% | +177.9% | +117.4% |
| YTD | +16.9% | -8.6% | +25.5% | +13.7% |
| 1Y | +12.8% | -9.7% | +22.5% | +16.5% |
| All | +12.8% | -10.0% | +22.8% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 1y: compounded portfolio wealth divided by compounded NOC 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…
1y analysis · Full analysis span regression · 6 months rolling