+802.8%
TEAM vs NOC
+227.2%
+575.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.5% | -0.1% | -2.3% |
| 7D | -0.4% | -5.2% | +4.7% | +0.3% |
| 30D | +67.3% | -7.2% | +74.5% | +69.1% |
| 3M | +86.8% | -5.1% | +91.9% | +88.1% |
| 6M | +146.8% | -31.1% | +177.9% | +160.1% |
| YTD | +16.9% | -8.6% | +25.5% | +17.0% |
| 1Y | +12.8% | -9.7% | +22.5% | +13.0% |
| 3Y | -7.3% | +24.3% | -31.6% | -14.3% |
| 5Y | -50.7% | +52.6% | -103.3% | -57.9% |
| 10Y | +529.8% | +183.6% | +346.2% | +293.1% |
| All | +802.8% | +227.2% | +575.5% | +389.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling