-55.4%
NOK vs TPR
+8,233.9%
-8,289.4%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.5% | +4.3% | +6.1% |
| 7D | -1.4% | +12.7% | -14.1% | -5.0% |
| 30D | -21.0% | +17.1% | -38.1% | -24.8% |
| 3M | -12.6% | -15.9% | +3.3% | -9.6% |
| 6M | -36.2% | +2.6% | -38.8% | -37.9% |
| YTD | +26.4% | +7.5% | +18.9% | +20.6% |
| 1Y | +19.6% | +32.9% | -13.3% | +7.1% |
| 3Y | +152.6% | +413.8% | -261.3% | +45.5% |
| 5Y | +57.3% | +263.9% | -206.6% | -2.9% |
| 10Y | +123.8% | +389.7% | -265.9% | +6.7% |
| All | -55.4% | +8,233.9% | -8,289.4% | -91.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling