+70.5%
NOK vs TRI
+507.2%
-436.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.9% |
| 7D | +9.3% | -8.4% | +17.7% | +13.4% |
| 30D | +17.9% | -6.5% | +24.3% | +20.1% |
| 3M | -22.3% | +18.6% | -40.9% | -32.7% |
| 6M | +36.4% | -10.4% | +46.8% | +34.5% |
| YTD | +66.3% | -23.7% | +90.0% | +75.1% |
| 1Y | +134.4% | -42.5% | +176.9% | +191.4% |
| 3Y | +186.6% | -19.3% | +205.9% | +179.5% |
| 5Y | +102.7% | -9.7% | +112.3% | +81.7% |
| 10Y | +129.8% | +194.4% | -64.6% | -9.8% |
| All | +70.5% | +507.2% | -436.6% | -66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling