+443.6%
TEAM vs NOC
+160.0%
+283.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -2.4% | +4.8% | -7.2% | -3.0% |
| 30D | -26.7% | +11.0% | -37.8% | -27.8% |
| 3M | -9.6% | -3.8% | -5.8% | -9.3% |
| 6M | +86.0% | +0.6% | +85.4% | +85.5% |
| YTD | -7.5% | -2.3% | -5.2% | -8.4% |
| 1Y | -1.4% | +0.3% | -1.6% | -2.8% |
| 3Y | -14.3% | +24.6% | -38.9% | -19.9% |
| 5Y | -66.3% | +66.0% | -132.3% | -71.3% |
| All | +443.6% | +160.0% | +283.6% | +300.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling