+14.3%
TFC vs EQNR
+87.7%
-73.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +1.3% |
| 7D | +2.6% | +2.7% | -0.1% | +2.9% |
| 30D | -1.0% | +10.0% | -11.0% | 0.0% |
| 3M | +9.9% | +13.5% | -3.6% | +11.3% |
| 6M | +6.8% | +39.2% | -32.4% | +8.3% |
| YTD | +8.1% | +86.6% | -78.5% | +7.1% |
| All | +14.3% | +87.7% | -73.4% | +13.2% |
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 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