-50.0%
RIG vs TAP
-47.7%
-2.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.4% |
| 7D | +4.3% | -6.3% | +10.6% | +8.6% |
| 30D | -5.8% | +2.7% | -8.5% | -9.0% |
| 3M | -6.7% | -3.7% | -2.9% | -6.4% |
| 6M | -18.7% | -2.0% | -16.6% | -20.6% |
| YTD | +28.8% | -12.3% | +41.2% | +34.2% |
| 1Y | +28.8% | -10.1% | +38.9% | +31.0% |
| 3Y | -20.0% | -25.3% | +5.3% | -10.6% |
| 5Y | +56.0% | -1.9% | +58.0% | +28.4% |
| All | -50.0% | -47.7% | -2.3% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling