+183.7%
NOK vs TAP
-31.5%
+215.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.1% | +10.3% | +5.9% |
| 7D | +7.3% | -2.3% | +9.6% | +7.1% |
| 30D | +13.8% | -9.4% | +23.2% | +13.3% |
| 3M | -27.0% | -0.8% | -26.2% | -27.1% |
| 6M | +37.6% | -14.7% | +52.3% | +39.0% |
| YTD | +64.6% | -13.9% | +78.5% | +65.2% |
| 1Y | +132.0% | -18.6% | +150.6% | +135.3% |
| 3Y | +183.7% | -32.0% | +215.7% | +193.3% |
| All | +183.7% | -31.5% | +215.1% | +193.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling