+194.3%
NOK vs TDY
+46.9%
+147.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.2% | +3.6% | +4.3% |
| 7D | +11.0% | -1.1% | +12.1% | +11.5% |
| 30D | +7.8% | -12.0% | +19.9% | +14.0% |
| 3M | -21.0% | -3.2% | -17.8% | -19.7% |
| 6M | +40.9% | -7.9% | +48.8% | +45.8% |
| YTD | +72.0% | +18.2% | +53.8% | +63.5% |
| 1Y | +140.9% | +6.7% | +134.3% | +136.9% |
| 3Y | +194.3% | +47.5% | +146.7% | +141.5% |
| All | +194.3% | +46.9% | +147.4% | +141.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling