-20.7%
TLT vs EQNR
+416.8%
-437.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.1% |
| 7D | -1.6% | +6.4% | -8.1% | -1.1% |
| 30D | -1.1% | +10.4% | -11.5% | -0.3% |
| 3M | -4.9% | +23.1% | -27.9% | -3.0% |
| 6M | -5.0% | +36.3% | -41.3% | -2.1% |
| YTD | -4.4% | +96.0% | -100.3% | +1.8% |
| 1Y | -6.4% | +94.2% | -100.6% | -0.4% |
| 3Y | -2.0% | +75.3% | -77.3% | +3.9% |
| 5Y | -35.0% | +187.2% | -222.2% | -25.7% |
| All | -20.7% | +416.8% | -437.5% | -2.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling