+14.7%
TNA vs EQNR
+86.3%
-71.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.6% | -13.0% | -13.9% |
| 7D | -14.0% | -10.6% | -3.4% | -17.8% |
| 30D | -12.5% | -1.1% | -11.4% | -12.4% |
| 3M | -28.8% | +12.6% | -41.5% | -24.3% |
| 6M | -18.4% | +4.9% | -23.4% | -14.2% |
| YTD | +15.1% | +86.1% | -71.0% | +20.8% |
| 1Y | +14.7% | +87.5% | -72.8% | +22.1% |
| All | +14.7% | +86.3% | -71.6% | +22.1% |
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 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