-5.3%
TYL vs EQNR
+31.0%
-36.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.1% | -7.5% | -4.4% |
| 7D | -7.6% | -1.9% | -5.7% | -7.6% |
| 30D | +11.3% | +12.6% | -1.2% | +11.3% |
| 3M | +14.5% | +16.5% | -2.0% | +13.9% |
| All | -5.3% | +31.0% | -36.3% | -9.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling