-5.9%
TLT vs NOK
+131.4%
-137.2%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.1% |
| 7D | -1.6% | +8.7% | -10.3% | -1.7% |
| 30D | -1.3% | +12.5% | -13.8% | -1.6% |
| 3M | -3.7% | -20.7% | +17.0% | -3.5% |
| 6M | -6.4% | +36.2% | -42.5% | -7.3% |
| YTD | -4.5% | +64.1% | -68.6% | -5.8% |
| 1Y | -5.9% | +132.4% | -138.2% | -9.0% |
| All | -5.9% | +131.4% | -137.2% | -9.0% |
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