-12.6%
TTWO vs EQNR
+93.1%
-105.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.7% |
| 7D | +0.4% | +6.4% | -6.1% | +0.9% |
| 30D | -11.3% | +10.4% | -21.7% | -10.5% |
| 3M | +1.6% | +23.1% | -21.5% | +3.4% |
| 6M | +2.1% | +36.3% | -34.2% | +4.7% |
| YTD | -15.8% | +96.0% | -111.8% | -10.2% |
| 1Y | -12.6% | +94.2% | -106.8% | -6.5% |
| All | -12.6% | +93.1% | -105.7% | -6.5% |
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