+104.6%
NOK vs TW
+209.8%
-105.2%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | +8.7% | -2.7% | +11.4% | +9.3% |
| 30D | +12.5% | -1.7% | +14.2% | +12.8% |
| 3M | -20.7% | +1.6% | -22.3% | -21.9% |
| 6M | +36.2% | -17.7% | +53.8% | +41.8% |
| YTD | +64.1% | -4.3% | +68.5% | +63.4% |
| 1Y | +132.4% | -13.1% | +145.5% | +137.2% |
| 3Y | +182.9% | +20.3% | +162.6% | +153.6% |
| 5Y | +102.8% | +22.0% | +80.8% | +76.5% |
| All | +104.6% | +209.8% | -105.2% | +37.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling