+18.4%
NOK vs TSLL
-47.2%
+65.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | -0.1% | +0.6% |
| 7D | -2.7% | -11.0% | +8.3% | -0.4% |
| 30D | -20.4% | -5.3% | -15.1% | -19.6% |
| 3M | -9.6% | +20.8% | -30.5% | -14.4% |
| 6M | -35.6% | -36.0% | +0.4% | -32.2% |
| YTD | +27.5% | -47.3% | +74.8% | +37.7% |
| 1Y | +18.4% | -48.4% | +66.8% | +27.5% |
| All | +18.4% | -47.2% | +65.6% | +27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling