-27.7%
TYL vs EQNR
+183.4%
-211.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.0% | +0.4% |
| 7D | -7.5% | +6.4% | -14.0% | -7.8% |
| 30D | +6.0% | +10.4% | -4.4% | +5.5% |
| 3M | +13.9% | +23.1% | -9.1% | +12.5% |
| 6M | -3.3% | +36.3% | -39.6% | -5.2% |
| YTD | -25.8% | +96.0% | -121.8% | -28.7% |
| 1Y | -39.2% | +94.2% | -133.4% | -41.6% |
| 3Y | -13.2% | +75.3% | -88.4% | -16.6% |
| All | -27.7% | +183.4% | -211.1% | -30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling