+136.5%
NOK vs TXG
+27.0%
+109.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.3% | +1.5% | +4.4% |
| 7D | +11.0% | +9.5% | +1.5% | +9.7% |
| 30D | +7.8% | +18.8% | -10.9% | +5.3% |
| 3M | -21.0% | +136.1% | -157.1% | -29.8% |
| 6M | +40.9% | +235.2% | -194.4% | +18.7% |
| YTD | +72.0% | +320.5% | -248.5% | +39.9% |
| 1Y | +140.9% | +425.2% | -284.3% | +88.1% |
| 3Y | +194.3% | +42.9% | +151.4% | +164.0% |
| 5Y | +112.5% | -62.8% | +175.4% | +108.2% |
| All | +136.5% | +27.0% | +109.4% | +71.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling