+187.7%
NOK vs TLN
+589.3%
-401.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.2% |
| 7D | +9.3% | +5.8% | +3.5% | +8.8% |
| 30D | +17.9% | -6.9% | +24.7% | +18.6% |
| 3M | -22.3% | -10.9% | -11.4% | -21.5% |
| 6M | +36.4% | -4.6% | +41.0% | +37.3% |
| YTD | +66.3% | -14.7% | +81.0% | +67.9% |
| 1Y | +134.4% | -17.9% | +152.3% | +136.4% |
| 3Y | +186.6% | +483.9% | -297.3% | +134.7% |
| All | +187.7% | +589.3% | -401.7% | +126.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling