+138.6%
NOK vs TMO
+338.2%
-199.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.1% | +3.7% | +4.5% |
| 7D | +11.0% | -0.6% | +11.6% | +11.2% |
| 30D | +7.8% | +1.1% | +6.7% | +7.4% |
| 3M | -21.0% | +28.3% | -49.3% | -27.4% |
| 6M | +40.9% | +23.3% | +17.6% | +29.9% |
| YTD | +72.0% | +5.5% | +66.6% | +67.1% |
| 1Y | +140.9% | +24.5% | +116.4% | +119.2% |
| 3Y | +194.3% | +19.6% | +174.7% | +166.9% |
| 5Y | +112.5% | +8.1% | +104.4% | +98.4% |
| All | +138.6% | +338.2% | -199.7% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 10y: compounded portfolio wealth divided by compounded TMO 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…
10y analysis · Full analysis span regression · 6 months rolling