+470.2%
TLN vs EQNR
+72.8%
+397.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.4% |
| 7D | -1.3% | +6.4% | -7.8% | -1.2% |
| 30D | -14.3% | +10.4% | -24.7% | -14.1% |
| 3M | -9.3% | +23.1% | -32.4% | -8.7% |
| 6M | -1.1% | +36.3% | -37.4% | -1.9% |
| YTD | -16.6% | +96.0% | -112.5% | -21.0% |
| 1Y | -22.0% | +94.2% | -116.2% | -26.3% |
| 3Y | +470.2% | +75.3% | +394.9% | +431.9% |
| All | +470.2% | +72.8% | +397.4% | +431.9% |
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