+1,285.7%
NOK vs TAP
+830.0%
+455.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | +11.0% | -6.3% | +17.3% | +12.5% |
| 30D | -16.0% | +2.7% | -18.7% | -17.0% |
| 3M | -19.8% | -3.7% | -16.0% | -19.9% |
| 6M | -37.1% | -2.0% | -35.1% | -37.9% |
| YTD | +28.0% | -12.3% | +40.3% | +28.8% |
| 1Y | +17.9% | -10.1% | +28.0% | +17.9% |
| 3Y | +152.7% | -25.3% | +178.0% | +160.4% |
| 5Y | +62.3% | -1.9% | +64.2% | +54.8% |
| 10Y | +128.1% | -47.8% | +175.9% | +142.2% |
| All | +1,285.7% | +830.0% | +455.6% | +933.2% |
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