+64.6%
NOK vs TAP
+1.8%
+62.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.3% |
| 7D | +2.2% | -8.0% | +10.2% | +2.2% |
| 30D | -14.7% | +4.1% | -18.8% | -15.0% |
| 3M | -10.6% | -4.4% | -6.2% | -10.4% |
| 6M | -39.4% | -1.9% | -37.4% | -39.5% |
| YTD | +30.4% | -12.1% | +42.5% | +31.6% |
| 1Y | +22.3% | -12.0% | +34.4% | +23.3% |
| 3Y | +157.6% | -25.0% | +182.6% | +166.0% |
| 5Y | +64.6% | -1.1% | +65.6% | +59.3% |
| All | +64.6% | +1.8% | +62.8% | +59.3% |
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 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