+890.1%
TTMI vs EQNR
+72.8%
+817.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.7% | +4.0% | +3.3% |
| 7D | +0.7% | +6.4% | -5.8% | +0.8% |
| 30D | -8.4% | +10.4% | -18.8% | -8.2% |
| 3M | -32.5% | +23.1% | -55.5% | -32.0% |
| 6M | +32.5% | +36.3% | -3.8% | +30.2% |
| YTD | +83.2% | +96.0% | -12.7% | +69.7% |
| 1Y | +161.7% | +94.2% | +67.5% | +142.3% |
| 3Y | +890.1% | +75.3% | +814.9% | +824.9% |
| All | +890.1% | +72.8% | +817.3% | +824.9% |
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