+87.5%
EQNR vs TXT
+7.4%
+80.2%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.9% |
| 7D | -10.6% | -2.5% | -8.0% | -10.9% |
| 30D | -1.1% | +12.8% | -13.9% | +1.2% |
| 3M | +12.6% | -3.6% | +16.3% | +11.5% |
| 6M | +4.9% | -6.9% | +11.9% | +3.8% |
| YTD | +86.1% | -2.2% | +88.2% | +83.8% |
| 1Y | +87.5% | +6.3% | +81.2% | +80.8% |
| All | +87.5% | +7.4% | +80.2% | +80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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