+79.3%
NOK vs TSLL
-53.8%
+133.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | -0.1% | +0.8% |
| 7D | -2.7% | -11.0% | +8.3% | -1.8% |
| 30D | -20.4% | -5.3% | -15.1% | -20.0% |
| 3M | -9.6% | +20.8% | -30.5% | -11.4% |
| 6M | -35.6% | -36.0% | +0.4% | -34.1% |
| YTD | +27.5% | -47.3% | +74.8% | +31.5% |
| 1Y | +18.4% | -48.4% | +66.8% | +21.9% |
| 3Y | +151.8% | -5.4% | +157.2% | +128.0% |
| All | +79.3% | -53.8% | +133.1% | +82.6% |
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