+194.3%
NOK vs TNA
+101.9%
+92.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.1% | +3.7% | +4.6% |
| 7D | +11.0% | -7.3% | +18.2% | +12.8% |
| 30D | +7.8% | -14.2% | +22.0% | +11.6% |
| 3M | -21.0% | -4.6% | -16.4% | -19.8% |
| 6M | +40.9% | +36.9% | +4.0% | +33.5% |
| YTD | +72.0% | +42.5% | +29.5% | +61.2% |
| 1Y | +140.9% | +45.8% | +95.1% | +123.2% |
| 3Y | +194.3% | +104.7% | +89.6% | +129.7% |
| All | +194.3% | +101.9% | +92.4% | +129.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 3y: compounded portfolio wealth divided by compounded TNA 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…
3y analysis · Full analysis span regression · 6 months rolling