+1,700.7%
NOK vs TGT
+4,317.1%
-2,616.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.2% | +2.2% |
| 7D | +9.3% | -3.6% | +12.9% | +10.7% |
| 30D | +17.9% | +4.4% | +13.4% | +15.7% |
| 3M | -22.3% | +25.4% | -47.7% | -29.2% |
| 6M | +36.4% | +33.4% | +3.0% | +20.5% |
| YTD | +66.3% | +65.6% | +0.7% | +35.0% |
| 1Y | +134.4% | +80.3% | +54.1% | +83.6% |
| 3Y | +186.6% | +42.1% | +144.4% | +130.2% |
| 5Y | +102.7% | -25.0% | +127.7% | +101.1% |
| 10Y | +129.8% | +208.2% | -78.4% | +14.5% |
| All | +1,700.7% | +4,317.1% | -2,616.4% | +165.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling