+1,578.5%
NOK vs TAP
+852.1%
+726.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.8% | +2.7% |
| 7D | -1.8% | -2.3% | +0.6% | -1.3% |
| 30D | +4.7% | -2.1% | +6.8% | +5.0% |
| 3M | -39.7% | +6.6% | -46.3% | -41.0% |
| 6M | +23.1% | -11.5% | +34.6% | +25.1% |
| YTD | +55.0% | -10.3% | +65.3% | +56.4% |
| 1Y | +118.0% | -14.4% | +132.4% | +121.9% |
| 3Y | +170.5% | -28.3% | +198.8% | +183.8% |
| 5Y | +84.9% | +1.7% | +83.2% | +76.2% |
| 10Y | +112.0% | -49.2% | +161.2% | +128.1% |
| All | +1,578.5% | +852.1% | +726.4% | +1,155.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling