+411.2%
TSM vs NOK
+183.0%
+228.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.2% | -3.8% | +0.9% |
| 7D | +6.0% | +7.3% | -1.2% | +4.3% |
| 30D | +4.5% | +13.8% | -9.3% | +1.4% |
| 3M | +3.1% | -27.0% | +30.1% | +9.0% |
| 6M | +30.2% | +37.6% | -7.4% | +20.6% |
| YTD | +45.2% | +64.6% | -19.4% | +29.2% |
| 1Y | +79.6% | +132.0% | -52.5% | +45.3% |
| All | +411.2% | +183.0% | +228.3% | +319.2% |
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