+1,345.0%
TTMI vs EQNR
+2,025.8%
-680.8%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.7% | +4.0% | +3.6% |
| 7D | +0.7% | +6.4% | -5.8% | -1.8% |
| 30D | -8.4% | +10.4% | -18.8% | -12.2% |
| 3M | -32.5% | +23.1% | -55.5% | -38.9% |
| 6M | +32.5% | +36.3% | -3.8% | +12.3% |
| YTD | +83.2% | +96.0% | -12.7% | +32.5% |
| 1Y | +161.7% | +94.2% | +67.5% | +88.7% |
| 3Y | +890.1% | +75.3% | +814.9% | +617.9% |
| 5Y | +832.4% | +187.2% | +645.2% | +404.5% |
| 10Y | +1,115.8% | +415.5% | +700.3% | +356.8% |
| All | +1,345.0% | +2,025.8% | -680.8% | +202.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling