+86.3%
EQNR vs TAP
-14.3%
+100.6%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | +2.7% | -1.5% | +4.2% | +2.6% |
| 30D | +10.0% | -2.9% | +12.9% | +9.7% |
| 3M | +13.5% | +6.3% | +7.2% | +13.9% |
| 6M | +39.2% | -12.7% | +51.9% | +40.0% |
| YTD | +86.6% | -10.1% | +96.7% | +86.5% |
| All | +86.3% | -14.3% | +100.6% | +82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 1y: compounded portfolio wealth divided by compounded TAP 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…
1y analysis · Full analysis span regression · 6 months rolling