+303.8%
TD vs EQNR
+416.8%
-113.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | -0.5% | +6.4% | -7.0% | -2.3% |
| 30D | -1.9% | +10.4% | -12.3% | -4.8% |
| 3M | +4.8% | +23.1% | -18.3% | -2.2% |
| 6M | +28.0% | +36.3% | -8.3% | +13.7% |
| YTD | +30.3% | +96.0% | -65.7% | +2.2% |
| 1Y | +59.8% | +94.2% | -34.4% | +25.2% |
| 3Y | +124.7% | +75.3% | +49.4% | +76.9% |
| 5Y | +127.0% | +187.2% | -60.3% | +37.6% |
| All | +303.8% | +416.8% | -113.0% | +76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQNR.
Daily Out/Under-Performance
Portfolio return minus EQNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQNR 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 EQNR 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