+2,043.4%
EQNR vs TAP
+164.0%
+1,879.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | +5.7% | -5.3% | +11.0% | +7.7% |
| 30D | +11.3% | -7.4% | +18.6% | +14.0% |
| 3M | +21.5% | -4.9% | +26.4% | +22.7% |
| 6M | +41.8% | -14.2% | +56.1% | +47.9% |
| YTD | +97.3% | -14.8% | +112.2% | +105.4% |
| 1Y | +89.9% | -18.1% | +108.0% | +99.7% |
| 3Y | +76.9% | -32.7% | +109.6% | +95.8% |
| 5Y | +189.2% | -0.5% | +189.7% | +165.0% |
| 10Y | +419.0% | -50.4% | +469.5% | +490.7% |
| All | +2,043.4% | +164.0% | +1,879.4% | +1,371.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling