-6.8%
TSN vs EQNR
+416.8%
-423.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | +3.0% | +6.4% | -3.4% | +1.7% |
| 30D | -4.2% | +10.4% | -14.5% | -6.1% |
| 3M | -3.9% | +23.1% | -27.0% | -8.2% |
| 6M | -9.8% | +36.3% | -46.1% | -16.5% |
| YTD | -7.3% | +96.0% | -103.2% | -21.0% |
| 1Y | -2.2% | +94.2% | -96.4% | -16.7% |
| 3Y | +11.9% | +75.3% | -63.4% | -4.3% |
| 5Y | -16.9% | +187.2% | -204.2% | -41.1% |
| All | -6.8% | +416.8% | -423.6% | -46.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling