-34.5%
TLT vs NOK
+60.1%
-94.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | -0.4% |
| 7D | -3.1% | +5.4% | -8.5% | -3.2% |
| 30D | +1.0% | -14.1% | +15.2% | +1.4% |
| 3M | -2.7% | -23.6% | +20.9% | -2.2% |
| 6M | -4.1% | -45.1% | +41.0% | -2.8% |
| YTD | -5.4% | +24.7% | -30.1% | -7.0% |
| 1Y | -7.0% | +19.0% | -26.0% | -8.5% |
| 3Y | +2.8% | +147.0% | -144.2% | -2.7% |
| All | -34.5% | +60.1% | -94.7% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling