+129.8%
NOK vs TPR
+299.5%
-169.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.3% | +4.3% | +1.7% |
| 7D | +9.3% | -7.3% | +16.7% | +11.0% |
| 30D | +17.9% | -30.7% | +48.6% | +26.4% |
| 3M | -22.3% | -21.6% | -0.7% | -19.0% |
| 6M | +36.4% | -21.3% | +57.7% | +41.5% |
| YTD | +66.3% | -10.2% | +76.5% | +67.3% |
| 1Y | +134.4% | +9.5% | +124.9% | +124.5% |
| 3Y | +186.6% | +280.8% | -94.2% | +101.6% |
| 5Y | +102.7% | +218.7% | -116.0% | +44.8% |
| 10Y | +129.8% | +306.7% | -176.9% | +37.0% |
| All | +129.8% | +299.5% | -169.7% | +37.0% |
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