-5.9%
TDG vs EQNR
+84.5%
-90.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.3% |
| 7D | +4.4% | -13.9% | +18.2% | +0.5% |
| 30D | +9.2% | +0.9% | +8.3% | +9.4% |
| 3M | -5.2% | +7.4% | -12.6% | -3.2% |
| 6M | -2.9% | +12.6% | -15.6% | +1.0% |
| YTD | -10.0% | +83.7% | -93.7% | -9.5% |
| 1Y | -5.9% | +83.3% | -89.2% | -5.1% |
| All | -5.9% | +84.5% | -90.3% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling