+76.5%
TNA vs EQNR
+416.8%
-340.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.6% |
| 7D | -7.3% | +6.4% | -13.7% | -12.2% |
| 30D | -14.2% | +10.4% | -24.5% | -21.6% |
| 3M | -4.6% | +23.1% | -27.7% | -23.7% |
| 6M | +36.9% | +36.3% | +0.6% | -8.2% |
| YTD | +42.5% | +96.0% | -53.4% | -34.3% |
| 1Y | +45.8% | +94.2% | -48.5% | -33.3% |
| 3Y | +104.7% | +75.3% | +29.4% | -3.2% |
| 5Y | -21.7% | +187.2% | -208.9% | -82.3% |
| All | +76.5% | +416.8% | -340.3% | -74.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling