+101.3%
NOK vs TMF
-87.6%
+188.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.1% | +6.3% | +6.2% |
| 7D | +7.3% | +1.0% | +6.3% | +7.2% |
| 30D | +13.8% | -1.8% | +15.6% | +13.9% |
| 3M | -27.0% | -8.2% | -18.8% | -26.6% |
| 6M | +37.6% | -19.5% | +57.1% | +39.3% |
| YTD | +64.6% | -16.0% | +80.6% | +66.1% |
| 1Y | +132.0% | -22.5% | +154.5% | +135.1% |
| 3Y | +183.7% | -42.3% | +225.9% | +187.8% |
| 5Y | +101.3% | -87.7% | +189.0% | +91.9% |
| All | +101.3% | -87.6% | +188.9% | +91.9% |
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