-52.7%
TSLL vs EQNR
+72.5%
-125.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | +6.1% | +6.4% | -0.3% | +5.2% |
| 30D | +20.6% | +10.4% | +10.3% | +18.9% |
| 3M | -25.4% | +23.1% | -48.5% | -28.2% |
| 6M | -34.2% | +36.3% | -70.5% | -41.2% |
| YTD | -48.4% | +96.0% | -144.4% | -60.6% |
| 1Y | -30.8% | +94.2% | -125.1% | -47.0% |
| 3Y | -37.4% | +75.3% | -112.7% | -51.3% |
| All | -52.7% | +72.5% | -125.2% | -63.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling