+138.6%
NOK vs TGT
+207.4%
-68.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.1% | +4.7% | +4.8% |
| 7D | +11.0% | -5.2% | +16.2% | +12.0% |
| 30D | +7.8% | +1.2% | +6.7% | +7.4% |
| 3M | -21.0% | +18.4% | -39.4% | -23.8% |
| 6M | +40.9% | +33.4% | +7.4% | +32.2% |
| YTD | +72.0% | +63.8% | +8.2% | +54.5% |
| 1Y | +140.9% | +77.2% | +63.7% | +112.7% |
| 3Y | +194.3% | +41.8% | +152.5% | +162.1% |
| 5Y | +112.5% | -25.5% | +138.1% | +112.0% |
| All | +138.6% | +207.4% | -68.8% | +78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 10y: compounded portfolio wealth divided by compounded TGT 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…
10y analysis · Full analysis span regression · 6 months rolling