+36.2%
NOK vs TMO
+18.7%
+17.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.5% |
| 7D | +8.7% | -2.5% | +11.2% | +7.6% |
| 30D | +12.5% | -0.3% | +12.8% | +12.6% |
| 3M | -20.7% | +25.3% | -46.0% | -13.5% |
| 6M | +36.2% | +20.9% | +15.3% | +49.3% |
| All | +36.2% | +18.7% | +17.4% | +49.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling