+61.1%
NOK vs TMF
-88.9%
+150.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.9% | +4.7% | +1.1% |
| 7D | -2.7% | -1.1% | -1.7% | -2.7% |
| 30D | -20.4% | +11.8% | -32.2% | -21.1% |
| 3M | -9.6% | -4.0% | -5.6% | -9.5% |
| 6M | -35.6% | -16.5% | -19.1% | -35.0% |
| YTD | +27.5% | -19.9% | +47.4% | +29.0% |
| 1Y | +18.4% | -25.6% | +43.9% | +20.2% |
| 3Y | +151.8% | -29.9% | +181.7% | +154.2% |
| 5Y | +61.1% | -88.2% | +149.4% | +50.2% |
| All | +61.1% | -88.9% | +150.0% | +50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling