+118.0%
NOK vs TDY
+11.8%
+106.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.4% |
| 7D | -1.8% | -1.8% | +0.1% | -0.9% |
| 30D | +4.7% | -10.7% | +15.4% | +10.6% |
| 3M | -39.7% | -1.3% | -38.4% | -38.8% |
| 6M | +23.1% | -10.6% | +33.6% | +26.3% |
| YTD | +55.0% | +19.6% | +35.5% | +57.2% |
| 1Y | +118.0% | +11.6% | +106.4% | +116.8% |
| All | +118.0% | +11.8% | +106.3% | +116.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1y: compounded portfolio wealth divided by compounded TDY 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…
1y analysis · Full analysis span regression · 6 months rolling