-48.1%
TOST vs EQNR
+175.6%
-223.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.2% | -6.8% | -3.1% |
| 7D | -4.7% | +3.8% | -8.5% | -5.2% |
| 30D | -9.1% | +11.4% | -20.5% | -10.7% |
| 3M | +29.8% | +24.8% | +5.0% | +24.6% |
| 6M | +10.0% | +42.3% | -32.2% | +1.5% |
| YTD | -8.6% | +97.9% | -106.5% | -22.5% |
| 1Y | -20.7% | +95.9% | -116.6% | -32.8% |
| 3Y | +55.7% | +77.3% | -21.6% | +33.0% |
| All | -48.1% | +175.6% | -223.7% | -65.6% |
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