+75.4%
NOK vs TSLL
-51.4%
+126.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.7% | +1.2% | -2.2% |
| 7D | +5.4% | +17.8% | -12.5% | +3.7% |
| 30D | -14.1% | +8.2% | -22.4% | -14.8% |
| 3M | -23.6% | +20.9% | -44.4% | -25.1% |
| 6M | -45.1% | -37.5% | -7.6% | -43.8% |
| YTD | +24.7% | -44.5% | +69.2% | +28.0% |
| 1Y | +19.0% | -33.0% | +52.0% | +20.4% |
| 3Y | +147.0% | -6.4% | +153.4% | +124.3% |
| All | +75.4% | -51.4% | +126.8% | +77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling