+133.9%
NOK vs TT
+737.0%
-603.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | +11.0% | +8.1% | +2.9% | +7.8% |
| 30D | -16.0% | -11.3% | -4.7% | -11.7% |
| 3M | -19.8% | -11.2% | -8.6% | -15.6% |
| 6M | -37.1% | -8.9% | -28.2% | -34.3% |
| YTD | +28.0% | +9.7% | +18.3% | +25.1% |
| 1Y | +17.9% | +1.3% | +16.7% | +18.5% |
| 3Y | +152.7% | +93.4% | +59.4% | +96.0% |
| 5Y | +62.3% | +133.5% | -71.3% | +13.6% |
| All | +133.9% | +737.0% | -603.2% | -4.0% |
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