+134.4%
NOK vs TMF
-23.1%
+157.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.5% |
| 7D | +9.3% | -0.9% | +10.2% | +9.6% |
| 30D | +17.9% | -1.0% | +18.8% | +18.1% |
| 3M | -22.3% | -11.3% | -11.0% | -19.9% |
| 6M | +36.4% | -22.7% | +59.1% | +43.7% |
| YTD | +66.3% | -17.3% | +83.7% | +71.9% |
| 1Y | +134.4% | -22.5% | +156.9% | +147.1% |
| All | +134.4% | -23.1% | +157.5% | +147.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling