+640.2%
TGT vs EQNR
+2,025.8%
-1,385.6%
-64.4%
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% | +0.2% |
| 7D | -5.2% | +6.4% | -11.7% | -6.5% |
| 30D | +1.2% | +10.4% | -9.2% | -1.0% |
| 3M | +18.4% | +23.1% | -4.7% | +12.6% |
| 6M | +33.4% | +36.3% | -2.8% | +22.9% |
| YTD | +63.8% | +96.0% | -32.2% | +38.6% |
| 1Y | +77.2% | +94.2% | -17.1% | +49.9% |
| 3Y | +41.8% | +75.3% | -33.5% | +20.5% |
| 5Y | -25.5% | +187.2% | -212.8% | -45.1% |
| 10Y | +204.9% | +415.5% | -210.6% | +84.0% |
| All | +640.2% | +2,025.8% | -1,385.6% | +244.5% |
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