+137.9%
NOK vs TPR
+407.4%
-269.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.7% | +2.8% |
| 7D | -10.5% | +14.2% | -24.7% | -12.3% |
| 30D | -27.9% | +17.1% | -45.0% | -29.6% |
| 3M | -18.8% | -17.7% | -1.1% | -16.6% |
| 6M | -41.9% | -10.2% | -31.7% | -41.6% |
| YTD | +18.4% | +4.9% | +13.5% | +15.5% |
| 1Y | +10.9% | +36.1% | -25.3% | +3.1% |
| 3Y | +137.9% | +416.5% | -278.6% | +39.7% |
| All | +137.9% | +407.4% | -269.5% | +39.7% |
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