+110.4%
NOK vs TPG
+74.1%
+36.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.6% | +3.2% | +4.4% |
| 7D | +11.0% | -9.4% | +20.4% | +13.6% |
| 30D | +7.8% | -5.3% | +13.1% | +9.0% |
| 3M | -21.0% | +12.9% | -33.9% | -23.7% |
| 6M | +40.9% | +20.1% | +20.8% | +33.0% |
| YTD | +72.0% | -22.5% | +94.5% | +81.4% |
| 1Y | +140.9% | -19.7% | +160.6% | +150.2% |
| 3Y | +194.3% | +81.2% | +113.1% | +115.8% |
| All | +110.4% | +74.1% | +36.2% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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