+131.5%
NOK vs TSLL
-54.0%
+185.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +7.9% | -1.7% | +5.5% |
| 7D | +7.3% | +5.8% | +1.5% | +6.6% |
| 30D | +13.8% | +21.7% | -7.9% | +11.6% |
| 3M | -27.0% | -28.2% | +1.2% | -25.7% |
| 6M | +37.6% | -29.5% | +67.1% | +39.7% |
| YTD | +64.6% | -47.5% | +112.2% | +69.9% |
| 1Y | +132.0% | -20.8% | +152.8% | +131.7% |
| 3Y | +183.7% | -26.7% | +210.4% | +163.7% |
| All | +131.5% | -54.0% | +185.5% | +136.0% |
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