-12.6%
TLT vs NOK
+127.4%
-140.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | -0.5% |
| 7D | -3.1% | +5.4% | -8.5% | -3.0% |
| 30D | +1.0% | -14.1% | +15.2% | +0.9% |
| 3M | -2.7% | -23.6% | +20.9% | -2.9% |
| 6M | -4.1% | -45.1% | +41.0% | -4.6% |
| YTD | -5.4% | +24.7% | -30.1% | -4.7% |
| 1Y | -7.0% | +19.0% | -26.0% | -6.4% |
| 3Y | +2.8% | +147.0% | -144.2% | +5.2% |
| 5Y | -35.4% | +58.2% | -93.5% | -34.7% |
| All | -12.6% | +127.4% | -140.0% | -8.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling