+62.3%
NOK vs TFC
-0.6%
+62.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.6% |
| 7D | +11.0% | +0.1% | +10.9% | +11.0% |
| 30D | -16.0% | +8.6% | -24.7% | -18.4% |
| 3M | -19.8% | -4.3% | -15.4% | -18.7% |
| 6M | -37.1% | +5.4% | -42.6% | -38.7% |
| YTD | +28.0% | +4.5% | +23.5% | +24.7% |
| 1Y | +17.9% | +14.0% | +4.0% | +11.3% |
| 3Y | +152.7% | +93.4% | +59.4% | +89.0% |
| 5Y | +62.3% | +0.5% | +61.8% | +62.5% |
| All | +62.3% | -0.6% | +62.9% | +62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling