-2.7%
NOK vs TDG
+12,853.5%
-12,856.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | +8.7% | -2.7% | +11.4% | +9.7% |
| 30D | +12.5% | -9.3% | +21.8% | +16.5% |
| 3M | -20.7% | -7.1% | -13.7% | -18.9% |
| 6M | +36.2% | -11.2% | +47.3% | +40.9% |
| YTD | +64.1% | -15.3% | +79.4% | +72.3% |
| 1Y | +132.4% | -12.5% | +144.8% | +140.3% |
| 3Y | +182.9% | +51.2% | +131.7% | +130.5% |
| 5Y | +102.8% | +126.1% | -23.3% | +39.6% |
| 10Y | +126.8% | +536.2% | -409.4% | -13.7% |
| All | -2.7% | +12,853.5% | -12,856.1% | -90.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling