+138.6%
NOK vs TDG
+547.7%
-409.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.2% | +3.6% | +4.5% |
| 7D | +11.0% | -1.9% | +12.8% | +11.5% |
| 30D | +7.8% | -7.7% | +15.6% | +10.2% |
| 3M | -21.0% | -9.3% | -11.7% | -19.1% |
| 6M | +40.9% | -9.4% | +50.3% | +43.8% |
| YTD | +72.0% | -14.3% | +86.3% | +78.0% |
| 1Y | +140.9% | -11.8% | +152.7% | +146.7% |
| 3Y | +194.3% | +52.0% | +142.3% | +151.5% |
| 5Y | +112.5% | +128.8% | -16.3% | +60.0% |
| All | +138.6% | +547.7% | -409.1% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 10y: compounded portfolio wealth divided by compounded TDG 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…
10y analysis · Full analysis span regression · 6 months rolling