-40.9%
TSCO vs EQNR
+85.2%
-126.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.5% | +1.0% |
| 7D | +0.8% | +1.7% | -0.9% | +1.0% |
| 30D | +5.5% | +11.5% | -6.0% | +6.7% |
| 3M | +20.0% | +12.9% | +7.1% | +21.7% |
| 6M | -29.8% | +36.0% | -65.7% | -29.3% |
| YTD | -28.7% | +84.1% | -112.8% | -30.0% |
| 1Y | -40.9% | +83.8% | -124.7% | -42.0% |
| All | -40.9% | +85.2% | -126.1% | -42.0% |
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 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