+21.3%
NOK vs TXG
+406.9%
-385.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.4% | -6.0% | -3.0% |
| 7D | -10.4% | -19.3% | +8.8% | -8.5% |
| 30D | -19.0% | -30.9% | +11.9% | -17.1% |
| 3M | -16.7% | +41.1% | -57.8% | -19.6% |
| 6M | -37.1% | +211.9% | -249.0% | -39.8% |
| YTD | +27.7% | +314.0% | -286.3% | +20.3% |
| 1Y | +21.3% | +405.4% | -384.1% | +12.3% |
| All | +21.3% | +406.9% | -385.6% | +12.3% |
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