+127.9%
NOK vs TFC
+79.2%
+48.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.8% | -2.9% |
| 7D | +5.4% | +2.3% | +3.1% | +4.6% |
| 30D | -14.1% | +10.8% | -25.0% | -17.1% |
| 3M | -23.6% | -3.8% | -19.8% | -22.8% |
| 6M | -45.1% | +9.6% | -54.7% | -47.1% |
| YTD | +24.7% | +5.8% | +18.9% | +21.3% |
| 1Y | +19.0% | +16.2% | +2.9% | +12.1% |
| 3Y | +147.0% | +96.0% | +51.0% | +90.9% |
| 5Y | +58.2% | +1.7% | +56.5% | +48.7% |
| All | +127.9% | +79.2% | +48.7% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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