+197.5%
NOK vs TLN
+574.4%
-376.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.4% | +4.4% | +4.8% |
| 7D | +11.0% | -1.3% | +12.3% | +11.1% |
| 30D | +7.8% | -14.3% | +22.2% | +9.3% |
| 3M | -21.0% | -9.3% | -11.7% | -20.1% |
| 6M | +40.9% | -1.1% | +42.0% | +41.9% |
| YTD | +72.0% | -16.6% | +88.6% | +74.1% |
| 1Y | +140.9% | -22.0% | +162.9% | +143.8% |
| 3Y | +194.3% | +470.2% | -275.9% | +141.6% |
| All | +197.5% | +574.4% | -376.8% | +135.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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