+570.0%
TLN vs EQNR
+120.8%
+449.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.3% | -2.6% |
| 7D | +2.0% | +5.7% | -3.8% | +2.1% |
| 30D | -12.9% | +11.3% | -24.2% | -12.7% |
| 3M | -7.4% | +21.5% | -28.9% | -6.8% |
| 6M | -6.0% | +41.8% | -47.9% | -6.7% |
| YTD | -16.9% | +97.3% | -114.2% | -20.5% |
| 1Y | -22.6% | +89.9% | -112.5% | -25.7% |
| 3Y | +469.0% | +76.9% | +392.2% | +438.5% |
| All | +570.0% | +120.8% | +449.2% | +535.0% |
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 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