-21.2%
TMUS vs EQNR
+89.2%
-110.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.2% | +9.3% | +3.1% |
| 7D | +7.5% | -10.2% | +17.7% | +7.6% |
| 30D | -3.3% | +1.1% | -4.4% | -3.7% |
| 3M | -9.7% | +10.3% | -20.0% | -10.4% |
| 6M | -17.2% | +5.7% | -22.9% | -17.8% |
| YTD | -20.3% | +87.2% | -107.6% | -20.8% |
| 1Y | -21.2% | +87.4% | -108.6% | -21.5% |
| All | -21.2% | +89.2% | -110.4% | -21.5% |
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