-9.9%
TYL vs EQNR
+89.2%
-99.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -6.2% | +10.9% | +4.7% |
| 7D | +17.3% | -10.2% | +27.5% | +17.3% |
| 30D | +28.9% | +1.1% | +27.8% | +28.5% |
| 3M | +35.1% | +10.3% | +24.7% | +34.3% |
| 6M | +29.3% | +5.7% | +23.7% | +28.9% |
| YTD | -6.8% | +87.2% | -94.0% | -8.3% |
| 1Y | -9.9% | +87.4% | -97.3% | -11.1% |
| All | -9.9% | +89.2% | -99.1% | -11.1% |
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