+128.6%
NOK vs TXG
+24.6%
+104.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.5% | +0.7% |
| 7D | +9.3% | +9.1% | +0.2% | +8.1% |
| 30D | +17.9% | +14.9% | +3.0% | +15.6% |
| 3M | -22.3% | +120.0% | -142.3% | -30.3% |
| 6M | +36.4% | +221.8% | -185.4% | +15.5% |
| YTD | +66.3% | +312.6% | -246.3% | +35.6% |
| 1Y | +134.4% | +398.4% | -264.0% | +84.2% |
| 3Y | +186.6% | +42.1% | +144.5% | +157.2% |
| 5Y | +102.7% | -63.5% | +166.1% | +99.0% |
| All | +128.6% | +24.6% | +104.0% | +66.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling