+755.1%
TEAM vs NTRS
+238.2%
+516.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.3% | +0.6% |
| 7D | -7.8% | +0.3% | -8.1% | -7.8% |
| 30D | +16.5% | +0.2% | +16.4% | +16.4% |
| 3M | +96.2% | +13.2% | +83.0% | +88.0% |
| 6M | +130.2% | +36.9% | +93.3% | +105.3% |
| YTD | +10.7% | +39.1% | -28.4% | -1.9% |
| 1Y | +3.0% | +50.4% | -47.4% | -11.2% |
| 3Y | -13.1% | +166.8% | -179.9% | -38.4% |
| 5Y | -52.7% | +92.9% | -145.6% | -63.4% |
| 10Y | +509.1% | +255.7% | +253.5% | +262.3% |
| All | +755.1% | +238.2% | +516.9% | +410.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling