+182.0%
EQNR vs TAP
-0.1%
+182.1%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.8% |
| 7D | +6.4% | -3.9% | +10.3% | +6.9% |
| 30D | +10.4% | -5.3% | +15.6% | +10.9% |
| 3M | +23.1% | -3.8% | +26.9% | +23.3% |
| 6M | +36.3% | -11.4% | +47.7% | +38.0% |
| YTD | +96.0% | -13.7% | +109.7% | +98.8% |
| 1Y | +94.2% | -17.2% | +111.4% | +98.2% |
| 3Y | +75.3% | -33.1% | +108.3% | +85.2% |
| All | +182.0% | -0.1% | +182.1% | +158.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling