-30.3%
TSLL vs EQNR
+36.6%
-66.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.2% | -4.4% | +2.9% |
| 7D | +5.1% | +3.8% | +1.3% | +7.7% |
| 30D | +20.0% | +11.4% | +8.6% | +30.0% |
| 3M | -23.8% | +24.8% | -48.6% | -6.1% |
| 6M | -30.3% | +42.3% | -72.6% | +10.8% |
| All | -30.3% | +36.6% | -66.9% | +10.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling