-10.5%
TEM vs EQNR
+89.2%
-99.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.2% | +3.4% | -4.7% |
| 7D | -1.3% | -10.2% | +8.9% | -4.4% |
| 30D | -9.5% | +1.1% | -10.6% | -9.0% |
| 3M | +60.7% | +10.3% | +50.4% | +66.1% |
| 6M | +35.5% | +5.7% | +29.8% | +41.5% |
| YTD | +28.0% | +87.2% | -59.2% | +47.0% |
| 1Y | -10.5% | +87.4% | -97.9% | +3.4% |
| All | -10.5% | +89.2% | -99.7% | +3.4% |
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