+41.6%
TXN vs EQNR
+85.2%
-43.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.2% | +1.6% |
| 7D | -0.1% | +1.7% | -1.8% | +0.2% |
| 30D | -6.9% | +11.5% | -18.4% | -5.4% |
| 3M | -14.9% | +12.9% | -27.8% | -12.8% |
| 6M | +29.0% | +36.0% | -7.0% | +33.7% |
| YTD | +51.5% | +84.1% | -32.6% | +59.2% |
| 1Y | +41.6% | +83.8% | -42.2% | +48.8% |
| All | +41.6% | +85.2% | -43.7% | +48.8% |
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