+138.6%
NOK vs TRMB
+121.9%
+16.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.4% | +3.4% | +4.3% |
| 7D | +11.0% | -3.0% | +14.0% | +12.2% |
| 30D | +7.8% | +2.3% | +5.5% | +6.7% |
| 3M | -21.0% | +15.3% | -36.3% | -25.9% |
| 6M | +40.9% | -14.7% | +55.6% | +47.7% |
| YTD | +72.0% | -26.4% | +98.4% | +89.9% |
| 1Y | +140.9% | -30.4% | +171.3% | +170.9% |
| 3Y | +194.3% | +13.5% | +180.7% | +162.7% |
| 5Y | +112.5% | -38.6% | +151.1% | +136.7% |
| All | +138.6% | +121.9% | +16.7% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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