+43.1%
TJX vs EQNR
+72.8%
-29.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.3% |
| 7D | -4.6% | +6.4% | -11.0% | -4.4% |
| 30D | -17.2% | +10.4% | -27.5% | -16.9% |
| 3M | -24.9% | +23.1% | -48.0% | -24.5% |
| 6M | -19.7% | +36.3% | -56.0% | -19.5% |
| YTD | -17.2% | +96.0% | -113.2% | -17.8% |
| 1Y | -9.4% | +94.2% | -103.6% | -10.1% |
| 3Y | +43.1% | +75.3% | -32.2% | +42.0% |
| All | +43.1% | +72.8% | -29.7% | +42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling