+184.5%
NOK vs TSN
+10.3%
+174.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.1% | +1.1% |
| 7D | +9.3% | -7.3% | +16.6% | +9.9% |
| 30D | +17.9% | -8.6% | +26.5% | +18.6% |
| 3M | -22.3% | -7.5% | -14.8% | -22.1% |
| 6M | +36.4% | -14.1% | +50.5% | +37.2% |
| YTD | +66.3% | -9.4% | +75.7% | +65.6% |
| 1Y | +134.4% | -4.1% | +138.5% | +130.6% |
| All | +184.5% | +10.3% | +174.2% | +161.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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