-52.3%
TEAM vs NTR
+45.7%
-98.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.1% |
| 7D | -5.2% | -1.3% | -3.9% | -5.0% |
| 30D | +15.8% | +16.8% | -1.0% | +12.6% |
| 3M | +101.5% | +20.7% | +80.7% | +93.9% |
| 6M | +138.2% | +0.5% | +137.6% | +136.7% |
| YTD | +10.8% | +29.2% | -18.4% | +2.8% |
| 1Y | +1.7% | +39.6% | -37.9% | -8.0% |
| 3Y | -16.0% | +37.9% | -53.9% | -25.1% |
| All | -52.3% | +45.7% | -98.0% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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