-4.5%
TT vs EQNR
+89.2%
-93.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.2% | +4.5% | -2.4% |
| 7D | -8.5% | -10.2% | +1.7% | -9.6% |
| 30D | -12.8% | +1.1% | -13.9% | -12.6% |
| 3M | -12.9% | +10.3% | -23.2% | -11.6% |
| 6M | -15.2% | +5.7% | -20.9% | -13.8% |
| YTD | +6.2% | +87.2% | -81.0% | -2.9% |
| 1Y | -4.5% | +87.4% | -91.9% | -12.2% |
| All | -4.5% | +89.2% | -93.8% | -12.2% |
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