+76.5%
TXN vs NOK
+195.7%
-119.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.8% | -1.0% | +2.6% |
| 7D | +4.0% | +11.0% | -7.0% | +1.3% |
| 30D | -2.9% | +7.8% | -10.7% | -4.7% |
| 3M | -9.1% | -21.0% | +11.9% | -4.4% |
| 6M | +36.6% | +40.9% | -4.3% | +29.2% |
| YTD | +57.5% | +72.0% | -14.5% | +43.7% |
| 1Y | +49.5% | +140.9% | -91.4% | +24.3% |
| 3Y | +76.5% | +194.3% | -117.7% | +48.8% |
| All | +76.5% | +195.7% | -119.2% | +48.8% |
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