+129.8%
NOK vs TT
+906.5%
-776.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | +9.3% | +1.4% | +7.9% | +8.8% |
| 30D | +17.9% | -6.7% | +24.5% | +20.8% |
| 3M | -22.3% | -5.4% | -16.9% | -20.6% |
| 6M | +36.4% | +4.4% | +32.0% | +34.9% |
| YTD | +66.3% | +14.9% | +51.4% | +58.8% |
| 1Y | +134.4% | +9.3% | +125.2% | +127.2% |
| 3Y | +186.6% | +121.7% | +64.8% | +109.2% |
| 5Y | +102.7% | +148.2% | -45.5% | +38.0% |
| 10Y | +129.8% | +957.3% | -827.4% | -10.5% |
| All | +129.8% | +906.5% | -776.7% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 10y: compounded portfolio wealth divided by compounded TT 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…
10y analysis · Full analysis span regression · 6 months rolling