+310.4%
TMUS vs EQNR
+370.5%
-60.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -5.8% | +5.7% | -11.5% | -7.4% |
| 30D | -0.2% | +11.3% | -11.5% | -3.6% |
| 3M | -4.0% | +21.5% | -25.5% | -10.3% |
| 6M | -18.1% | +41.8% | -60.0% | -27.9% |
| YTD | -11.3% | +97.3% | -108.7% | -30.0% |
| 1Y | -24.7% | +89.9% | -114.7% | -40.2% |
| 3Y | +35.4% | +76.9% | -41.5% | +6.4% |
| 5Y | +42.4% | +189.2% | -146.8% | -11.3% |
| 10Y | +317.4% | +419.0% | -101.6% | +87.1% |
| All | +310.4% | +370.5% | -60.2% | +45.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling