+409.3%
EQNR vs TCOM
-9.8%
+419.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | +6.4% | -4.9% | +11.3% | +7.4% |
| 30D | +10.4% | -14.4% | +24.7% | +13.4% |
| 3M | +23.1% | -17.7% | +40.8% | +27.0% |
| 6M | +36.3% | -25.1% | +61.4% | +42.6% |
| YTD | +96.0% | -45.7% | +141.7% | +116.8% |
| 1Y | +94.2% | -47.9% | +142.1% | +116.1% |
| 3Y | +75.3% | +8.9% | +66.3% | +61.0% |
| 5Y | +187.2% | +26.9% | +160.4% | +139.6% |
| All | +409.3% | -9.8% | +419.1% | +299.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 10y: compounded portfolio wealth divided by compounded TCOM 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…
10y analysis · Full analysis span regression · 6 months rolling