+409.3%
EQNR vs TXT
+107.7%
+301.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.0% | -1.6% |
| 7D | +6.4% | +2.5% | +4.0% | +5.4% |
| 30D | +10.4% | -8.9% | +19.2% | +14.4% |
| 3M | +23.1% | -13.6% | +36.6% | +29.5% |
| 6M | +36.3% | -13.1% | +49.4% | +41.6% |
| YTD | +96.0% | -7.0% | +103.0% | +96.8% |
| 1Y | +94.2% | -1.4% | +95.6% | +89.2% |
| 3Y | +75.3% | +7.0% | +68.3% | +59.3% |
| 5Y | +187.2% | +15.4% | +171.8% | +142.9% |
| All | +409.3% | +107.7% | +301.5% | +210.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling