+75.3%
EQNR vs TW
+19.1%
+56.2%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | +6.4% | -4.5% | +10.9% | +7.0% |
| 30D | +10.4% | -2.3% | +12.6% | +10.6% |
| 3M | +23.1% | +2.6% | +20.5% | +22.4% |
| 6M | +36.3% | -17.5% | +53.8% | +39.3% |
| YTD | +96.0% | -5.3% | +101.3% | +97.1% |
| 1Y | +94.2% | -14.8% | +109.0% | +98.0% |
| 3Y | +75.3% | +18.8% | +56.4% | +90.9% |
| All | +75.3% | +19.1% | +56.2% | +90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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