-45.4%
NOK vs TPR
+7,380.8%
-7,426.1%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | -1.8% | -2.3% | +0.5% | -1.1% |
| 30D | +4.7% | -23.0% | +27.7% | +11.6% |
| 3M | -39.7% | -12.5% | -27.2% | -38.1% |
| 6M | +23.1% | -21.4% | +44.5% | +29.6% |
| YTD | +55.0% | -3.5% | +58.5% | +53.3% |
| 1Y | +118.0% | +17.4% | +100.7% | +102.2% |
| 3Y | +170.5% | +291.3% | -120.8% | +69.5% |
| 5Y | +84.9% | +241.9% | -157.0% | +16.6% |
| 10Y | +112.0% | +322.7% | -210.7% | +6.2% |
| All | -45.4% | +7,380.8% | -7,426.1% | -89.7% |
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 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