+118.0%
NOK vs TXG
+372.5%
-254.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +2.7% |
| 7D | -1.8% | +1.8% | -3.6% | -1.9% |
| 30D | +4.7% | +32.0% | -27.3% | +2.2% |
| 3M | -39.7% | +87.0% | -126.7% | -42.0% |
| 6M | +23.1% | +180.1% | -157.0% | +17.9% |
| YTD | +55.0% | +284.1% | -229.1% | +45.2% |
| 1Y | +118.0% | +361.7% | -243.6% | +102.1% |
| All | +118.0% | +372.5% | -254.4% | +102.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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