+17.9%
NOK vs TMF
-68.9%
+86.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.3% | +2.7% |
| 7D | -1.8% | -1.4% | -0.3% | -2.0% |
| 30D | +4.7% | -2.8% | +7.5% | +4.3% |
| 3M | -39.7% | -10.9% | -28.7% | -40.7% |
| 6M | +23.1% | -21.3% | +44.4% | +18.8% |
| YTD | +55.0% | -15.9% | +70.9% | +51.3% |
| 1Y | +118.0% | -15.7% | +133.8% | +113.0% |
| 3Y | +170.5% | -43.4% | +213.8% | +152.8% |
| 5Y | +84.9% | -87.8% | +172.6% | +29.6% |
| 10Y | +112.0% | -86.7% | +198.7% | +68.8% |
| All | +17.9% | -68.9% | +86.7% | +66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling