-5.6%
TLT vs NOK
+19.5%
-25.1%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +0.8% |
| 7D | +1.0% | -10.4% | +11.4% | +1.1% |
| 30D | +6.0% | -19.0% | +25.0% | +6.3% |
| 3M | -0.9% | -16.7% | +15.8% | -0.8% |
| 6M | -2.3% | -37.1% | +34.9% | -1.8% |
| YTD | -3.3% | +27.7% | -31.0% | -5.0% |
| 1Y | -5.6% | +21.3% | -26.9% | -7.1% |
| All | -5.6% | +19.5% | -25.1% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NOK.
Daily Out/Under-Performance
Portfolio return minus NOK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOK 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 NOK 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