-53.1%
TSLL vs EQNR
+73.7%
-126.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.1% | -2.3% |
| 7D | -7.3% | +5.7% | -13.1% | -8.0% |
| 30D | +15.8% | +11.3% | +4.5% | +13.9% |
| 3M | -19.5% | +21.5% | -41.0% | -22.2% |
| 6M | -32.1% | +41.8% | -73.9% | -40.1% |
| YTD | -48.9% | +97.3% | -146.2% | -61.0% |
| 1Y | -23.4% | +89.9% | -113.3% | -40.7% |
| 3Y | -28.6% | +76.9% | -105.4% | -44.5% |
| All | -53.1% | +73.7% | -126.8% | -63.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling