-83.4%
TTD vs EQNR
+72.8%
-156.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.7% |
| 7D | -0.6% | +6.4% | -7.1% | -1.0% |
| 30D | +6.3% | +10.4% | -4.1% | +5.6% |
| 3M | -24.1% | +23.1% | -47.2% | -25.4% |
| 6M | -47.4% | +36.3% | -83.7% | -49.4% |
| YTD | -62.2% | +96.0% | -158.2% | -65.9% |
| 1Y | -68.3% | +94.2% | -162.5% | -71.4% |
| 3Y | -83.4% | +75.3% | -158.7% | -85.4% |
| All | -83.4% | +72.8% | -156.2% | -85.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling