+167.5%
NOK vs TSLQ
-97.3%
+264.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.9% | +1.0% |
| 7D | +9.3% | -8.0% | +17.3% | +8.6% |
| 30D | +17.9% | -23.8% | +41.6% | +15.3% |
| 3M | -22.3% | -7.0% | -15.3% | -21.3% |
| 6M | +36.4% | -17.1% | +53.5% | +38.5% |
| YTD | +66.3% | +0.1% | +66.3% | +71.9% |
| 1Y | +134.4% | -51.2% | +185.6% | +133.1% |
| 3Y | +186.6% | -95.9% | +282.5% | +163.3% |
| All | +167.5% | -97.3% | +264.7% | +152.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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