-13.1%
TSLL vs EQNR
+87.7%
-100.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.1% | +12.9% | +9.8% |
| 7D | +11.5% | +2.7% | +8.8% | +12.9% |
| 30D | +28.6% | +10.0% | +18.7% | +34.7% |
| 3M | -30.3% | +13.5% | -43.8% | -24.0% |
| 6M | -24.5% | +39.2% | -63.7% | -19.5% |
| YTD | -44.8% | +86.6% | -131.4% | -43.5% |
| All | -13.1% | +87.7% | -100.8% | -8.6% |
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 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