-0.9%
TLT vs NOK
+185.9%
-186.8%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.6% |
| 7D | -0.3% | +9.3% | -9.6% | -0.5% |
| 30D | 0.0% | +17.9% | -17.9% | -0.5% |
| 3M | -2.9% | -22.3% | +19.4% | -2.3% |
| 6M | -6.3% | +36.4% | -42.6% | -7.7% |
| YTD | -3.3% | +66.3% | -69.7% | -5.6% |
| 1Y | -4.2% | +134.4% | -138.6% | -7.9% |
| All | -0.9% | +185.9% | -186.8% | -3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling