+137.9%
NOK vs TSLL
-21.0%
+158.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +8.6% | -6.0% | +1.9% |
| 7D | -10.5% | -21.2% | +10.7% | -8.8% |
| 30D | -27.9% | -13.3% | -14.6% | -27.0% |
| 3M | -18.8% | +15.4% | -34.2% | -19.7% |
| 6M | -41.9% | -34.2% | -7.7% | -40.6% |
| YTD | +18.4% | -52.9% | +71.3% | +22.5% |
| 1Y | +10.9% | -54.3% | +65.2% | +14.6% |
| 3Y | +137.9% | -18.4% | +156.3% | +134.4% |
| All | +137.9% | -21.0% | +158.9% | +134.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling