+1,578.5%
NOK vs TFC
+1,518.4%
+60.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.6% |
| 7D | -1.8% | +2.4% | -4.2% | -2.8% |
| 30D | +4.7% | -1.3% | +6.0% | +5.2% |
| 3M | -39.7% | +6.1% | -45.7% | -41.3% |
| 6M | +23.1% | +7.3% | +15.7% | +18.6% |
| YTD | +55.0% | +8.2% | +46.8% | +48.5% |
| 1Y | +118.0% | +14.4% | +103.6% | +103.0% |
| 3Y | +170.5% | +93.7% | +76.8% | +95.9% |
| 5Y | +84.9% | +16.4% | +68.5% | +60.9% |
| 10Y | +112.0% | +101.6% | +10.4% | +28.7% |
| All | +1,578.5% | +1,518.4% | +60.1% | +340.8% |
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 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