+182.0%
EQNR vs TXT
+14.1%
+167.9%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.0% | -1.2% |
| 7D | +6.4% | +2.5% | +4.0% | +5.9% |
| 30D | +10.4% | -8.9% | +19.2% | +12.4% |
| 3M | +23.1% | -13.6% | +36.6% | +26.5% |
| 6M | +36.3% | -13.1% | +49.4% | +39.2% |
| YTD | +96.0% | -7.0% | +103.0% | +95.9% |
| 1Y | +94.2% | -1.4% | +95.6% | +90.4% |
| 3Y | +75.3% | +7.0% | +68.3% | +62.6% |
| All | +182.0% | +14.1% | +167.9% | +148.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling