+36.4%
NOK vs TRI
-10.6%
+47.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +0.5% |
| 7D | +9.3% | -8.4% | +17.7% | +7.0% |
| 30D | +17.9% | -6.5% | +24.3% | +16.2% |
| 3M | -22.3% | +18.6% | -40.9% | -17.7% |
| 6M | +36.4% | -10.4% | +46.8% | +43.8% |
| All | +36.4% | -10.6% | +47.0% | +43.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling