+102.7%
NOK vs TAP
-0.5%
+103.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +2.0% | +1.1% |
| 7D | +9.3% | -5.1% | +14.4% | +9.7% |
| 30D | +17.9% | -8.4% | +26.3% | +18.6% |
| 3M | -22.3% | -3.9% | -18.4% | -22.3% |
| 6M | +36.4% | -14.4% | +50.8% | +38.6% |
| YTD | +66.3% | -14.7% | +81.0% | +68.3% |
| 1Y | +134.4% | -18.7% | +153.1% | +139.4% |
| 3Y | +186.6% | -32.6% | +219.2% | +203.2% |
| 5Y | +102.7% | -1.4% | +104.1% | +89.5% |
| All | +102.7% | -0.5% | +103.2% | +89.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling