+132.4%
NOK vs TFC
+16.0%
+116.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.3% |
| 7D | +8.7% | -2.5% | +11.2% | +8.8% |
| 30D | +12.5% | -2.8% | +15.3% | +12.8% |
| 3M | -20.7% | +2.1% | -22.9% | -20.7% |
| 6M | +36.2% | +10.1% | +26.0% | +35.3% |
| YTD | +64.1% | +5.4% | +58.7% | +65.2% |
| 1Y | +132.4% | +16.3% | +116.1% | +137.4% |
| All | +132.4% | +16.0% | +116.4% | +137.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling