+409.3%
EQNR vs TMF
-86.4%
+495.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +6.4% | -5.1% | +11.5% | +5.6% |
| 30D | +10.4% | -4.6% | +14.9% | +9.7% |
| 3M | +23.1% | -16.6% | +39.7% | +20.2% |
| 6M | +36.3% | -19.9% | +56.2% | +32.8% |
| YTD | +96.0% | -20.2% | +116.1% | +91.2% |
| 1Y | +94.2% | -27.7% | +121.9% | +87.2% |
| 3Y | +75.3% | -43.9% | +119.2% | +66.5% |
| 5Y | +187.2% | -88.4% | +275.6% | +104.1% |
| All | +409.3% | -86.4% | +495.7% | +299.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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