+184.5%
NOK vs TPR
+279.7%
-95.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.3% | +4.3% | +1.5% |
| 7D | +9.3% | -7.3% | +16.7% | +10.6% |
| 30D | +17.9% | -30.7% | +48.6% | +24.7% |
| 3M | -22.3% | -21.6% | -0.7% | -19.9% |
| 6M | +36.4% | -21.3% | +57.7% | +40.0% |
| YTD | +66.3% | -10.2% | +76.5% | +66.3% |
| 1Y | +134.4% | +9.5% | +124.9% | +124.1% |
| All | +184.5% | +279.7% | -95.2% | +79.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling