-19.7%
TSCO vs EQNR
+72.8%
-92.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.5% |
| 7D | -5.7% | +6.4% | -12.1% | -5.7% |
| 30D | -8.8% | +10.4% | -19.1% | -8.8% |
| 3M | +6.3% | +23.1% | -16.8% | +6.2% |
| 6M | -32.3% | +36.3% | -68.6% | -33.1% |
| YTD | -32.7% | +96.0% | -128.7% | -35.9% |
| 1Y | -43.7% | +94.2% | -137.9% | -46.4% |
| 3Y | -19.7% | +75.3% | -94.9% | -22.9% |
| All | -19.7% | +72.8% | -92.5% | -22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling