+138.6%
NOK vs TRI
+196.2%
-57.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.7% | +3.1% | +4.4% |
| 7D | +11.0% | -7.9% | +18.8% | +12.9% |
| 30D | +7.8% | -4.5% | +12.4% | +8.3% |
| 3M | -21.0% | +22.1% | -43.1% | -27.3% |
| 6M | +40.9% | -2.8% | +43.7% | +38.2% |
| YTD | +72.0% | -23.4% | +95.4% | +83.9% |
| 1Y | +140.9% | -41.5% | +182.4% | +189.8% |
| 3Y | +194.3% | -19.2% | +213.5% | +195.6% |
| 5Y | +112.5% | -9.4% | +121.9% | +98.4% |
| All | +138.6% | +196.2% | -57.7% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 10y: compounded portfolio wealth divided by compounded TRI 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…
10y analysis · Full analysis span regression · 6 months rolling