+267.5%
TFC vs EQNR
+2,025.8%
-1,758.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.4% |
| 7D | -2.4% | +6.4% | -8.9% | -4.6% |
| 30D | -3.4% | +10.4% | -13.7% | -7.0% |
| 3M | +0.4% | +23.1% | -22.7% | -7.8% |
| 6M | +12.7% | +36.3% | -23.6% | -2.2% |
| YTD | +5.6% | +96.0% | -90.4% | -20.8% |
| 1Y | +16.0% | +94.2% | -78.2% | -12.9% |
| 3Y | +94.0% | +75.3% | +18.7% | +46.6% |
| 5Y | +16.2% | +187.2% | -171.1% | -31.6% |
| 10Y | +98.2% | +415.5% | -317.3% | -11.0% |
| All | +267.5% | +2,025.8% | -1,758.3% | +21.3% |
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