+69.2%
TSM vs EQNR
+93.1%
-23.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.1% |
| 7D | +1.0% | +6.4% | -5.4% | +2.3% |
| 30D | +1.0% | +10.4% | -9.4% | +3.2% |
| 3M | +2.9% | +23.1% | -20.2% | +8.6% |
| 6M | +22.8% | +36.3% | -13.5% | +27.0% |
| YTD | +43.3% | +96.0% | -52.7% | +40.8% |
| 1Y | +69.2% | +94.2% | -25.0% | +66.8% |
| All | +69.2% | +93.1% | -23.9% | +66.8% |
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 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