+46.6%
TEM vs EQNR
+90.7%
-44.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.1% | +0.4% |
| 7D | -8.7% | +6.4% | -15.1% | -8.4% |
| 30D | +8.1% | +10.4% | -2.3% | +8.6% |
| 3M | +19.0% | +23.1% | -4.1% | +20.8% |
| 6M | +12.0% | +36.3% | -24.3% | +11.2% |
| YTD | -0.1% | +96.0% | -96.0% | -6.0% |
| 1Y | -33.5% | +94.2% | -127.8% | -37.6% |
| All | +46.6% | +90.7% | -44.1% | +43.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling