+8,854.4%
TSM vs EQNR
+2,025.8%
+6,828.6%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.4% |
| 7D | +1.0% | +6.4% | -5.4% | -1.1% |
| 30D | +1.0% | +10.4% | -9.4% | -2.5% |
| 3M | +2.9% | +23.1% | -20.2% | -5.2% |
| 6M | +22.8% | +36.3% | -13.5% | +6.9% |
| YTD | +43.3% | +96.0% | -52.7% | +8.9% |
| 1Y | +69.2% | +94.2% | -25.0% | +28.5% |
| 3Y | +404.5% | +75.3% | +329.2% | +286.5% |
| 5Y | +282.2% | +187.2% | +95.0% | +131.1% |
| 10Y | +1,806.1% | +415.5% | +1,390.6% | +752.2% |
| All | +8,854.4% | +2,025.8% | +6,828.6% | +1,954.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling