+105.3%
NOK vs TRV
+157.5%
-52.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | +8.7% | -1.5% | +10.2% | +8.9% |
| 30D | +12.5% | -1.8% | +14.3% | +12.7% |
| 3M | -20.7% | +21.6% | -42.3% | -24.3% |
| 6M | +36.2% | +22.5% | +13.7% | +29.6% |
| YTD | +64.1% | +28.1% | +36.0% | +54.4% |
| 1Y | +132.4% | +37.0% | +95.4% | +114.3% |
| 3Y | +182.9% | +141.9% | +41.0% | +111.2% |
| All | +105.3% | +157.5% | -52.2% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 5y: compounded portfolio wealth divided by compounded TRV 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…
5y analysis · Full analysis span regression · 6 months rolling