-13.5%
TYL vs EQNR
+74.0%
-87.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.1% |
| 7D | -11.5% | +5.7% | -17.3% | -11.7% |
| 30D | +3.9% | +11.3% | -7.4% | +3.5% |
| 3M | +10.8% | +21.5% | -10.7% | +9.8% |
| 6M | -5.3% | +41.8% | -47.1% | -6.8% |
| YTD | -26.1% | +97.3% | -123.4% | -28.3% |
| 1Y | -38.5% | +89.9% | -128.5% | -40.3% |
| All | -13.5% | +74.0% | -87.5% | -16.4% |
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