+198.0%
NOK vs TE
-49.8%
+247.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.0% | +4.0% | +1.3% |
| 7D | +9.3% | +15.0% | -5.6% | +8.1% |
| 30D | +17.9% | -7.5% | +25.4% | +18.3% |
| 3M | -22.3% | -42.0% | +19.7% | -19.5% |
| 6M | +36.4% | -31.4% | +67.8% | +38.4% |
| YTD | +66.3% | -26.5% | +92.8% | +66.6% |
| 1Y | +134.4% | +153.1% | -18.7% | +110.7% |
| 3Y | +186.6% | -20.7% | +207.3% | +174.6% |
| 5Y | +102.7% | -45.4% | +148.1% | +96.5% |
| All | +198.0% | -49.8% | +247.8% | +238.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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