-95.4%
TSLQ vs EQNR
+72.8%
-168.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -1.1% |
| 7D | -6.6% | +6.4% | -13.0% | -6.3% |
| 30D | -24.3% | +10.4% | -34.7% | -23.9% |
| 3M | -3.6% | +23.1% | -26.7% | -2.9% |
| 6M | -12.0% | +36.3% | -48.2% | -6.9% |
| YTD | +1.4% | +96.0% | -94.6% | +26.2% |
| 1Y | -43.6% | +94.2% | -137.8% | -29.6% |
| 3Y | -95.4% | +75.3% | -170.7% | -93.9% |
| All | -95.4% | +72.8% | -168.2% | -93.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling