+115.1%
NOK vs TW
+19.5%
+95.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.0% | +5.8% | +5.0% |
| 7D | +11.0% | -4.5% | +15.4% | +11.7% |
| 30D | +7.8% | -2.3% | +10.1% | +8.1% |
| 3M | -21.0% | +2.6% | -23.6% | -22.1% |
| 6M | +40.9% | -17.5% | +58.4% | +46.1% |
| YTD | +72.0% | -5.3% | +77.3% | +72.0% |
| 1Y | +140.9% | -14.8% | +155.7% | +147.1% |
| 3Y | +194.3% | +18.8% | +175.4% | +161.7% |
| All | +115.1% | +19.5% | +95.6% | +90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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