+118.0%
NOK vs TSLL
-57.4%
+175.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -11.8% | +14.5% | +3.6% |
| 7D | -1.8% | +1.9% | -3.7% | -2.1% |
| 30D | +4.7% | +17.8% | -13.1% | +2.9% |
| 3M | -39.7% | -37.0% | -2.6% | -38.0% |
| 6M | +23.1% | -37.7% | +60.7% | +26.1% |
| YTD | +55.0% | -51.4% | +106.4% | +61.0% |
| 1Y | +118.0% | -23.4% | +141.4% | +118.4% |
| 3Y | +170.5% | -30.8% | +201.3% | +152.3% |
| All | +118.0% | -57.4% | +175.4% | +123.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling