-52.3%
TEAM vs NTRS
+93.2%
-145.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.5% |
| 7D | -5.2% | +1.4% | -6.6% | -5.8% |
| 30D | +15.8% | -0.7% | +16.4% | +16.0% |
| 3M | +101.5% | +11.3% | +90.1% | +90.0% |
| 6M | +138.2% | +35.5% | +102.6% | +99.0% |
| YTD | +10.8% | +40.6% | -29.8% | -9.8% |
| 1Y | +1.7% | +49.2% | -47.5% | -20.2% |
| 3Y | -16.0% | +167.2% | -183.3% | -54.4% |
| All | -52.3% | +93.2% | -145.5% | -67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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