-53.1%
TEAM vs NSC
+44.1%
-97.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.2% | +1.4% |
| 7D | -4.7% | -2.0% | -2.6% | -3.8% |
| 30D | +17.0% | -3.2% | +20.2% | +18.6% |
| 3M | +85.9% | +3.9% | +82.0% | +80.9% |
| 6M | +116.7% | +7.8% | +108.9% | +104.6% |
| YTD | +9.6% | +13.4% | -3.8% | -0.1% |
| 1Y | -2.5% | +20.3% | -22.8% | -14.3% |
| 3Y | -14.0% | +76.1% | -90.1% | -41.6% |
| 5Y | -53.1% | +45.0% | -98.1% | -62.8% |
| All | -53.1% | +44.1% | -97.2% | -62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling