-46.0%
TSLL vs EQNR
+89.2%
-135.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -6.2% | -0.1% | -9.6% |
| 7D | -9.4% | -10.2% | +0.8% | -14.5% |
| 30D | +1.6% | +1.1% | +0.5% | +2.7% |
| 3M | +29.4% | +10.3% | +19.1% | +38.1% |
| 6M | -20.1% | +5.7% | -25.8% | -13.3% |
| YTD | -44.5% | +87.2% | -131.7% | -28.8% |
| 1Y | -46.0% | +87.4% | -133.4% | -28.5% |
| All | -46.0% | +89.2% | -135.2% | -28.5% |
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