+1,682.3%
NOK vs TSN
+440.4%
+1,241.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.7% | +4.5% | +5.8% |
| 7D | +7.3% | -5.0% | +12.3% | +8.6% |
| 30D | +13.8% | -9.1% | +22.9% | +16.4% |
| 3M | -27.0% | -7.4% | -19.6% | -25.9% |
| 6M | +37.6% | -13.4% | +51.0% | +41.2% |
| YTD | +64.6% | -8.5% | +73.1% | +66.5% |
| 1Y | +132.0% | -3.2% | +135.2% | +130.8% |
| 3Y | +183.7% | +11.5% | +172.2% | +169.0% |
| 5Y | +101.3% | -19.5% | +120.8% | +105.0% |
| 10Y | +122.4% | -9.1% | +131.5% | +109.0% |
| All | +1,682.3% | +440.4% | +1,241.9% | +768.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling