+2,043.4%
EQNR vs TXT
+251.8%
+1,791.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | +5.7% | -0.2% | +6.0% | +5.8% |
| 30D | +11.3% | -10.2% | +21.5% | +15.4% |
| 3M | +21.5% | -13.3% | +34.8% | +26.7% |
| 6M | +41.8% | -14.4% | +56.2% | +47.3% |
| YTD | +97.3% | -9.1% | +106.4% | +100.1% |
| 1Y | +89.9% | -2.2% | +92.1% | +87.0% |
| 3Y | +76.9% | +5.1% | +71.8% | +66.4% |
| 5Y | +189.2% | +12.8% | +176.4% | +159.4% |
| 10Y | +419.0% | +101.4% | +317.6% | +262.7% |
| All | +2,043.4% | +251.8% | +1,791.6% | +870.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling