-73.1%
TTD vs EQNR
+86.3%
-159.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.3% |
| 7D | -1.9% | -10.6% | +8.7% | -3.4% |
| 30D | +7.5% | -1.1% | +8.6% | +7.2% |
| 3M | -32.4% | +12.6% | -45.1% | -31.6% |
| 6M | -47.9% | +4.9% | -52.9% | -47.2% |
| YTD | -66.3% | +86.1% | -152.3% | -65.0% |
| 1Y | -73.1% | +87.5% | -160.7% | -72.3% |
| All | -73.1% | +86.3% | -159.4% | -72.3% |
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