+13,080.0%
TYL vs EQNR
+2,046.2%
+11,033.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.2% | -5.7% | -2.4% |
| 7D | -8.6% | +3.8% | -12.4% | -9.4% |
| 30D | +7.5% | +11.4% | -3.9% | +5.0% |
| 3M | +10.9% | +24.8% | -13.9% | +5.1% |
| 6M | -6.7% | +42.3% | -49.0% | -14.7% |
| YTD | -24.5% | +97.9% | -122.4% | -36.0% |
| 1Y | -38.6% | +95.9% | -134.6% | -48.0% |
| 3Y | -12.6% | +77.3% | -89.9% | -25.8% |
| 5Y | -28.2% | +195.3% | -223.5% | -48.1% |
| 10Y | +104.0% | +420.4% | -316.4% | +17.4% |
| All | +13,080.0% | +2,046.2% | +11,033.8% | +4,863.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling