+25.0%
TMO vs EQNR
+75.3%
-50.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.6% |
| 7D | +2.8% | -10.8% | +13.7% | +1.2% |
| 30D | +9.1% | -5.4% | +14.6% | +8.6% |
| 3M | +19.9% | +0.2% | +19.6% | +20.5% |
| 6M | +54.7% | +13.1% | +41.6% | +59.9% |
| YTD | +24.3% | +77.9% | -53.7% | +33.4% |
| 1Y | +25.0% | +76.4% | -51.3% | +34.6% |
| All | +25.0% | +75.3% | -50.3% | +34.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling