+1,250.5%
NOK vs TFC
+1,482.3%
-231.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.8% | -3.0% |
| 7D | +5.4% | +2.3% | +3.1% | +4.4% |
| 30D | -14.1% | +10.8% | -25.0% | -17.9% |
| 3M | -23.6% | -3.8% | -19.8% | -22.7% |
| 6M | -45.1% | +9.6% | -54.7% | -47.6% |
| YTD | +24.7% | +5.8% | +18.9% | +20.2% |
| 1Y | +19.0% | +16.2% | +2.9% | +10.2% |
| 3Y | +147.0% | +96.0% | +51.0% | +78.1% |
| 5Y | +58.2% | +1.7% | +56.5% | +45.6% |
| 10Y | +122.3% | +79.9% | +42.4% | +41.9% |
| All | +1,250.5% | +1,482.3% | -231.8% | +256.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling