+140.9%
NOK vs TTMI
+155.3%
-14.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.4% | +1.5% | +3.8% |
| 7D | +11.0% | +0.7% | +10.3% | +10.7% |
| 30D | +7.8% | -8.4% | +16.3% | +10.4% |
| 3M | -21.0% | -32.5% | +11.5% | -13.2% |
| 6M | +40.9% | +32.5% | +8.4% | +39.9% |
| YTD | +72.0% | +83.2% | -11.2% | +64.3% |
| 1Y | +140.9% | +161.7% | -20.8% | +122.0% |
| All | +140.9% | +155.3% | -14.4% | +122.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 1y: compounded portfolio wealth divided by compounded TTMI 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…
1y analysis · Full analysis span regression · 6 months rolling