+15.1%
TEAM vs NOC
-7.1%
+22.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.9% | -1.4% |
| 7D | -13.7% | -5.0% | -8.8% | -14.5% |
| 30D | -3.4% | +10.3% | -13.8% | -1.6% |
| 3M | +72.1% | -4.3% | +76.5% | +70.8% |
| 6M | +103.8% | -6.5% | +110.3% | +97.7% |
| YTD | +17.1% | -6.7% | +23.9% | +16.2% |
| 1Y | +15.1% | -7.5% | +22.6% | +14.2% |
| All | +15.1% | -7.1% | +22.1% | +14.2% |
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