-53.1%
TEAM vs NOC
+55.2%
-108.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.7% |
| 7D | -4.7% | -1.6% | -3.1% | -4.7% |
| 30D | +17.0% | -10.4% | +27.4% | +16.7% |
| 3M | +85.9% | -5.6% | +91.5% | +85.6% |
| 6M | +116.7% | -30.4% | +147.0% | +114.6% |
| YTD | +9.6% | -8.5% | +18.1% | +8.6% |
| 1Y | -2.5% | -8.3% | +5.8% | -3.4% |
| 3Y | -14.0% | +28.2% | -42.2% | -16.4% |
| 5Y | -53.1% | +56.7% | -109.8% | -51.4% |
| All | -53.1% | +55.2% | -108.3% | -51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling