+3,953.1%
TPR vs EQNR
+2,046.2%
+1,906.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.2% | -7.5% | -4.8% |
| 7D | -7.3% | +3.8% | -11.1% | -8.7% |
| 30D | -30.7% | +11.4% | -42.1% | -33.6% |
| 3M | -21.6% | +24.8% | -46.4% | -28.7% |
| 6M | -21.3% | +42.3% | -63.6% | -33.4% |
| YTD | -10.2% | +97.9% | -108.0% | -33.6% |
| 1Y | +9.5% | +95.9% | -86.4% | -19.3% |
| 3Y | +280.8% | +77.3% | +203.5% | +182.0% |
| 5Y | +218.7% | +195.3% | +23.4% | +81.6% |
| 10Y | +306.7% | +420.4% | -113.8% | +80.3% |
| All | +3,953.1% | +2,046.2% | +1,906.9% | +1,170.2% |
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