-23.8%
TMUS vs EQNR
+87.7%
-111.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.4% |
| 7D | +6.4% | +2.7% | +3.7% | +6.4% |
| 30D | +6.7% | +10.0% | -3.3% | +6.6% |
| 3M | +4.2% | +13.5% | -9.3% | +3.7% |
| 6M | -13.0% | +39.2% | -52.2% | -11.8% |
| YTD | -5.9% | +86.6% | -92.5% | -1.5% |
| All | -23.8% | +87.7% | -111.6% | -19.9% |
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 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