+140.9%
NOK vs TAP
-17.5%
+158.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.3% | +3.5% | +5.3% |
| 7D | +11.0% | -3.9% | +14.8% | +9.2% |
| 30D | +7.8% | -5.3% | +13.1% | +5.7% |
| 3M | -21.0% | -3.8% | -17.2% | -21.1% |
| 6M | +40.9% | -11.4% | +52.3% | +39.6% |
| YTD | +72.0% | -13.7% | +85.8% | +69.0% |
| 1Y | +140.9% | -17.2% | +158.1% | +135.8% |
| All | +140.9% | -17.5% | +158.4% | +135.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 1y: compounded portfolio wealth divided by compounded TAP 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…
1y analysis · Full analysis span regression · 6 months rolling