+83.5%
NOK vs TSLL
-51.1%
+134.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.8% | -3.5% | +1.8% |
| 7D | +2.2% | +0.5% | +1.7% | +2.0% |
| 30D | -14.7% | +2.7% | -17.4% | -15.0% |
| 3M | -10.6% | +26.3% | -36.9% | -12.7% |
| 6M | -39.4% | -37.2% | -2.2% | -37.9% |
| YTD | +30.4% | -44.2% | +74.7% | +33.8% |
| 1Y | +22.3% | -44.0% | +66.3% | +25.1% |
| 3Y | +157.6% | 0.0% | +157.6% | +132.0% |
| All | +83.5% | -51.1% | +134.6% | +85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 TSLL 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