+102.7%
NOK vs TFC
+14.8%
+87.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.3% |
| 7D | +9.3% | -1.3% | +10.6% | +9.8% |
| 30D | +17.9% | -2.3% | +20.2% | +18.7% |
| 3M | -22.3% | +2.5% | -24.8% | -23.2% |
| 6M | +36.4% | +9.5% | +26.9% | +31.2% |
| YTD | +66.3% | +5.1% | +61.2% | +62.0% |
| 1Y | +134.4% | +15.5% | +118.9% | +119.8% |
| 3Y | +186.6% | +95.2% | +91.4% | +113.7% |
| 5Y | +102.7% | +14.5% | +88.2% | +91.3% |
| All | +102.7% | +14.8% | +87.9% | +91.3% |
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