+443.6%
TEAM vs NSC
+296.2%
+147.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.0% |
| 7D | -2.4% | +2.5% | -4.9% | -3.2% |
| 30D | -26.7% | +1.7% | -28.4% | -27.1% |
| 3M | -9.6% | -2.6% | -7.1% | -9.0% |
| 6M | +86.0% | +6.4% | +79.6% | +80.4% |
| YTD | -7.5% | +15.5% | -23.0% | -13.9% |
| 1Y | -1.4% | +17.6% | -19.0% | -8.9% |
| 3Y | -14.3% | +75.0% | -89.3% | -32.3% |
| 5Y | -66.3% | +32.2% | -98.5% | -70.9% |
| All | +443.6% | +296.2% | +147.4% | +217.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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