+194.3%
NOK vs TGT
+39.9%
+154.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.1% | +4.7% | +4.8% |
| 7D | +11.0% | -5.2% | +16.2% | +11.4% |
| 30D | +7.8% | +1.2% | +6.7% | +7.6% |
| 3M | -21.0% | +18.4% | -39.4% | -22.3% |
| 6M | +40.9% | +33.4% | +7.4% | +36.5% |
| YTD | +72.0% | +63.8% | +8.2% | +62.0% |
| 1Y | +140.9% | +77.2% | +63.7% | +124.3% |
| 3Y | +194.3% | +41.8% | +152.5% | +165.1% |
| All | +194.3% | +39.9% | +154.4% | +165.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling