-14.6%
TEAM vs NOC
+26.5%
-41.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.7% | -7.6% | -6.9% |
| 7D | -5.7% | -2.7% | -3.0% | -5.8% |
| 30D | +18.3% | -8.9% | +27.2% | +17.6% |
| 3M | +80.2% | -3.7% | +83.9% | +79.8% |
| 6M | +111.0% | -30.8% | +141.8% | +105.1% |
| YTD | +8.8% | -7.9% | +16.8% | +7.0% |
| 1Y | +2.2% | -9.4% | +11.6% | +0.7% |
| 3Y | -14.6% | +29.0% | -43.6% | -20.3% |
| All | -14.6% | +26.5% | -41.1% | -20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling