+102.8%
NOK vs TTMI
+798.2%
-695.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.9% |
| 7D | +8.7% | +6.0% | +2.7% | +7.0% |
| 30D | +12.5% | -6.4% | +18.9% | +14.2% |
| 3M | -20.7% | -28.9% | +8.2% | -14.6% |
| 6M | +36.2% | +26.9% | +9.3% | +30.8% |
| YTD | +64.1% | +77.3% | -13.2% | +46.3% |
| 1Y | +132.4% | +147.5% | -15.1% | +90.8% |
| 3Y | +182.9% | +847.6% | -664.8% | +61.6% |
| 5Y | +102.8% | +802.2% | -699.4% | +14.7% |
| All | +102.8% | +798.2% | -695.4% | +14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling