-49.7%
TSLQ vs EQNR
+85.2%
-134.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.3% | +13.3% | +12.6% |
| 7D | -5.8% | +1.7% | -7.5% | -6.6% |
| 30D | -22.1% | +11.5% | -33.6% | -26.2% |
| 3M | +10.1% | +12.9% | -2.8% | +2.9% |
| 6M | -6.8% | +36.0% | -42.7% | -8.9% |
| YTD | +8.5% | +84.1% | -75.6% | +11.3% |
| 1Y | -49.7% | +83.8% | -133.5% | -49.6% |
| All | -49.7% | +85.2% | -134.9% | -49.6% |
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