+45.0%
NOK vs TNA
+944.8%
-899.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.1% | +5.2% | +2.2% |
| 7D | +9.3% | -3.6% | +13.0% | +10.4% |
| 30D | +17.9% | -10.1% | +27.9% | +21.2% |
| 3M | -22.3% | +2.7% | -25.0% | -22.6% |
| 6M | +36.4% | +38.4% | -2.0% | +25.1% |
| YTD | +66.3% | +45.4% | +20.9% | +49.5% |
| 1Y | +134.4% | +55.9% | +78.5% | +104.3% |
| 3Y | +186.6% | +109.8% | +76.8% | +106.6% |
| 5Y | +102.7% | -22.5% | +125.2% | +73.0% |
| 10Y | +129.8% | +87.5% | +42.3% | +12.7% |
| All | +45.0% | +944.8% | -899.8% | -72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling