+127.9%
NOK vs TPR
+364.3%
-236.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.4% | -2.5% |
| 7D | +5.4% | -0.3% | +5.6% | +5.4% |
| 30D | -14.1% | +15.1% | -29.3% | -16.9% |
| 3M | -23.6% | +3.5% | -27.1% | -24.5% |
| 6M | -45.1% | +0.4% | -45.6% | -46.0% |
| YTD | +24.7% | +4.6% | +20.1% | +21.2% |
| 1Y | +19.0% | +33.1% | -14.1% | +9.6% |
| 3Y | +147.0% | +396.0% | -249.0% | +64.0% |
| 5Y | +58.2% | +230.3% | -172.1% | +11.8% |
| All | +127.9% | +364.3% | -236.3% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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