+409.3%
EQNR vs TKO
+989.7%
-580.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.7% |
| 7D | +6.4% | +2.3% | +4.1% | +6.0% |
| 30D | +10.4% | -2.5% | +12.8% | +10.7% |
| 3M | +23.1% | -10.6% | +33.7% | +25.1% |
| 6M | +36.3% | -5.1% | +41.3% | +36.4% |
| YTD | +96.0% | -8.2% | +104.2% | +97.0% |
| 1Y | +94.2% | -4.4% | +98.7% | +93.2% |
| 3Y | +75.3% | +100.4% | -25.1% | +46.6% |
| 5Y | +187.2% | +294.3% | -107.1% | +99.7% |
| All | +409.3% | +989.7% | -580.4% | +231.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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