+1,677.3%
NOK vs TRV
+3,999.6%
-2,322.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | +8.7% | -1.8% | +10.5% | +9.5% |
| 30D | +12.5% | -2.1% | +14.6% | +13.3% |
| 3M | -20.7% | +21.2% | -41.9% | -28.1% |
| 6M | +36.2% | +22.0% | +14.1% | +22.6% |
| YTD | +64.1% | +27.7% | +36.4% | +44.7% |
| 1Y | +132.4% | +36.6% | +95.8% | +98.0% |
| 3Y | +182.9% | +141.1% | +41.8% | +81.5% |
| 5Y | +102.8% | +157.6% | -54.8% | +24.4% |
| 10Y | +126.8% | +296.2% | -169.4% | +8.0% |
| All | +1,677.3% | +3,999.6% | -2,322.3% | +251.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling