-34.9%
TLT vs NOK
+103.7%
-138.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.6% |
| 7D | -0.3% | +9.3% | -9.6% | -0.6% |
| 30D | 0.0% | +17.9% | -17.9% | -0.6% |
| 3M | -2.9% | -22.3% | +19.4% | -2.3% |
| 6M | -6.3% | +36.4% | -42.6% | -7.8% |
| YTD | -3.3% | +66.3% | -69.7% | -5.7% |
| 1Y | -4.2% | +134.4% | -138.6% | -7.9% |
| 3Y | -1.7% | +186.6% | -188.3% | -7.0% |
| 5Y | -34.9% | +102.7% | -137.6% | -38.3% |
| All | -34.9% | +103.7% | -138.6% | -38.3% |
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