+101.3%
NOK vs TPR
+230.0%
-128.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.7% | +9.9% | +7.1% |
| 7D | +7.3% | -3.4% | +10.6% | +8.1% |
| 30D | +13.8% | -27.3% | +41.1% | +22.0% |
| 3M | -27.0% | -16.2% | -10.8% | -24.8% |
| 6M | +37.6% | -17.9% | +55.5% | +41.9% |
| YTD | +64.6% | -7.1% | +71.7% | +63.8% |
| 1Y | +132.0% | +13.6% | +118.4% | +116.8% |
| 3Y | +183.7% | +293.7% | -110.1% | +70.7% |
| 5Y | +101.3% | +239.1% | -137.8% | +22.5% |
| All | +101.3% | +230.0% | -128.7% | +22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling