-55.1%
NOK vs TPR
+8,206.4%
-8,261.4%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | -2.7% | +12.1% | -14.8% | -6.1% |
| 30D | -20.4% | +16.7% | -37.0% | -24.1% |
| 3M | -9.6% | -17.4% | +7.7% | -6.1% |
| 6M | -35.6% | +2.3% | -37.9% | -37.4% |
| YTD | +27.5% | +7.1% | +20.4% | +21.7% |
| 1Y | +18.4% | +29.5% | -11.1% | +6.8% |
| 3Y | +151.8% | +415.0% | -263.2% | +45.0% |
| 5Y | +61.1% | +261.5% | -200.3% | -0.3% |
| 10Y | +123.7% | +383.3% | -259.6% | +7.1% |
| All | -55.1% | +8,206.4% | -8,261.4% | -91.8% |
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