-17.2%
TEM vs EQNR
+87.7%
-105.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.1% | +6.5% | +3.7% |
| 7D | -8.5% | +2.7% | -11.2% | -7.7% |
| 30D | +37.4% | +10.0% | +27.5% | +41.7% |
| 3M | +36.1% | +13.5% | +22.6% | +44.3% |
| 6M | +25.8% | +39.2% | -13.5% | +40.0% |
| YTD | +9.5% | +86.6% | -77.1% | +36.1% |
| All | -17.2% | +87.7% | -105.0% | +4.1% |
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