+554.9%
EQNR vs TMF
-69.4%
+624.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.7% | +5.9% | +3.9% |
| 7D | +3.8% | -0.9% | +4.7% | +3.6% |
| 30D | +11.4% | -1.0% | +12.4% | +11.3% |
| 3M | +24.8% | -11.3% | +36.1% | +22.5% |
| 6M | +42.3% | -22.7% | +65.0% | +36.7% |
| YTD | +97.9% | -17.3% | +115.2% | +92.9% |
| 1Y | +95.9% | -22.5% | +118.4% | +89.1% |
| 3Y | +77.3% | -43.2% | +120.5% | +65.9% |
| 5Y | +195.3% | -88.3% | +283.6% | +102.1% |
| 10Y | +420.4% | -86.0% | +506.5% | +315.6% |
| All | +554.9% | -69.4% | +624.3% | +632.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling