+83.8%
EQNR vs TXT
-1.0%
+84.8%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.4% |
| 7D | +1.7% | -4.8% | +6.5% | +0.7% |
| 30D | +11.5% | -10.6% | +22.1% | +8.9% |
| 3M | +12.9% | -13.2% | +26.1% | +10.1% |
| 6M | +36.0% | -20.3% | +56.3% | +34.3% |
| YTD | +84.1% | -9.3% | +93.4% | +81.2% |
| 1Y | +83.8% | -2.7% | +86.5% | +84.7% |
| All | +83.8% | -1.0% | +84.8% | +84.7% |
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