+802.8%
TEAM vs NSC
+379.6%
+423.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.8% |
| 7D | -0.4% | -5.5% | +5.1% | +1.4% |
| 30D | +67.3% | -3.2% | +70.5% | +68.7% |
| 3M | +86.8% | +7.7% | +79.1% | +81.1% |
| 6M | +146.8% | +4.5% | +142.3% | +140.0% |
| YTD | +16.9% | +15.6% | +1.4% | +9.2% |
| 1Y | +12.8% | +19.8% | -7.0% | +3.9% |
| 3Y | -7.3% | +70.1% | -77.4% | -25.2% |
| 5Y | -50.7% | +46.1% | -96.8% | -58.2% |
| 10Y | +529.8% | +328.1% | +201.7% | +280.7% |
| All | +802.8% | +379.6% | +423.1% | +443.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling