+18.4%
NOK vs TMF
-25.6%
+43.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.9% | +4.7% | +1.2% |
| 7D | -2.7% | -1.1% | -1.7% | -2.7% |
| 30D | -20.4% | +11.8% | -32.2% | -22.9% |
| 3M | -9.6% | -4.0% | -5.6% | -8.5% |
| 6M | -35.6% | -16.5% | -19.1% | -32.8% |
| YTD | +27.5% | -19.9% | +47.4% | +31.8% |
| 1Y | +18.4% | -25.6% | +43.9% | +25.3% |
| All | +18.4% | -25.6% | +43.9% | +25.3% |
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