-16.2%
TEL vs EQNR
+86.3%
-102.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.6% | -5.7% | -6.5% |
| 7D | -7.4% | -10.6% | +3.2% | -10.0% |
| 30D | -6.0% | -1.1% | -4.9% | -6.1% |
| 3M | -5.0% | +12.6% | -17.6% | -1.3% |
| 6M | +0.5% | +4.9% | -4.4% | +3.2% |
| YTD | -8.3% | +86.1% | -94.4% | -2.2% |
| 1Y | -16.2% | +87.5% | -103.7% | -10.0% |
| All | -16.2% | +86.3% | -102.5% | -10.0% |
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 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