-17.0%
TEAM vs NSC
+75.0%
-92.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.2% | +1.2% |
| 7D | -4.7% | -2.0% | -2.6% | -4.1% |
| 30D | +17.0% | -3.2% | +20.2% | +18.1% |
| 3M | +85.9% | +3.9% | +82.0% | +81.8% |
| 6M | +116.7% | +7.8% | +108.9% | +106.9% |
| YTD | +9.6% | +13.4% | -3.8% | +1.3% |
| 1Y | -2.5% | +20.3% | -22.8% | -12.8% |
| All | -17.0% | +75.0% | -92.0% | -43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling