-47.1%
NOK vs TTMI
+497.9%
-545.0%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.9% | +5.0% | +1.9% |
| 7D | +9.3% | +7.5% | +1.9% | +7.6% |
| 30D | +17.9% | -4.5% | +22.3% | +18.8% |
| 3M | -22.3% | -28.5% | +6.2% | -16.8% |
| 6M | +36.4% | +28.4% | +8.0% | +28.1% |
| YTD | +66.3% | +80.1% | -13.8% | +43.5% |
| 1Y | +134.4% | +161.0% | -26.6% | +84.3% |
| 3Y | +186.6% | +862.4% | -675.8% | +63.8% |
| 5Y | +102.7% | +812.9% | -710.2% | +14.4% |
| 10Y | +129.8% | +1,094.7% | -964.9% | +15.3% |
| All | -47.1% | +497.9% | -545.0% | -79.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling