+127.6%
NOK vs TFC
+98.5%
+29.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | +8.7% | -2.5% | +11.2% | +9.5% |
| 30D | +12.5% | -2.8% | +15.3% | +13.5% |
| 3M | -20.7% | +2.1% | -22.9% | -21.5% |
| 6M | +36.2% | +10.1% | +26.0% | +31.1% |
| YTD | +64.1% | +5.4% | +58.7% | +60.0% |
| 1Y | +132.4% | +16.3% | +116.1% | +118.5% |
| 3Y | +182.9% | +95.9% | +87.0% | +118.5% |
| 5Y | +102.8% | +16.0% | +86.8% | +83.1% |
| All | +127.6% | +98.5% | +29.1% | +55.8% |
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