+19.6%
TMO vs EQNR
+72.8%
-53.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.1% |
| 7D | -0.6% | +6.4% | -7.1% | -0.7% |
| 30D | +1.1% | +10.4% | -9.2% | +1.1% |
| 3M | +28.3% | +23.1% | +5.2% | +28.4% |
| 6M | +23.3% | +36.3% | -13.0% | +21.9% |
| YTD | +5.5% | +96.0% | -90.5% | +0.5% |
| 1Y | +24.5% | +94.2% | -69.7% | +18.8% |
| 3Y | +19.6% | +75.3% | -55.7% | +11.9% |
| All | +19.6% | +72.8% | -53.2% | +11.9% |
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