+94.2%
EQNR vs TMF
-26.8%
+121.0%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +6.4% | -5.1% | +11.5% | +3.2% |
| 30D | +10.4% | -4.6% | +14.9% | +7.6% |
| 3M | +23.1% | -16.6% | +39.7% | +12.3% |
| 6M | +36.3% | -19.9% | +56.2% | +24.2% |
| YTD | +96.0% | -20.2% | +116.1% | +77.1% |
| 1Y | +94.2% | -27.7% | +121.9% | +71.9% |
| All | +94.2% | -26.8% | +121.0% | +71.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling