+75.3%
EQNR vs TENB
-34.6%
+109.8%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.0% | +5.3% | -0.7% |
| 7D | +6.4% | -12.1% | +18.5% | +6.4% |
| 30D | +10.4% | -18.6% | +29.0% | +10.2% |
| 3M | +23.1% | +12.1% | +11.0% | +22.2% |
| 6M | +36.3% | +46.8% | -10.5% | +34.5% |
| YTD | +96.0% | +28.0% | +68.0% | +93.7% |
| 1Y | +94.2% | -1.4% | +95.6% | +94.1% |
| 3Y | +75.3% | -33.9% | +109.2% | +76.7% |
| All | +75.3% | -34.6% | +109.8% | +76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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