+917.7%
TT vs EQNR
+416.8%
+500.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | -1.2% | +6.4% | -7.6% | -2.5% |
| 30D | -7.3% | +10.4% | -17.7% | -9.3% |
| 3M | -3.6% | +23.1% | -26.7% | -8.3% |
| 6M | +2.8% | +36.3% | -33.5% | -5.7% |
| YTD | +14.5% | +96.0% | -81.5% | -4.1% |
| 1Y | +7.4% | +94.2% | -86.8% | -10.2% |
| 3Y | +116.2% | +75.3% | +41.0% | +81.7% |
| 5Y | +147.4% | +187.2% | -39.9% | +66.5% |
| All | +917.7% | +416.8% | +500.9% | +417.0% |
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