+28.8%
RIG vs TAP
-13.1%
+41.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +4.3% | -6.3% | +10.6% | +4.0% |
| 30D | -5.8% | +2.7% | -8.5% | -6.1% |
| 3M | -6.7% | -3.7% | -2.9% | -6.7% |
| 6M | -18.7% | -2.0% | -16.6% | -18.8% |
| YTD | +28.8% | -12.3% | +41.2% | +36.2% |
| 1Y | +28.8% | -10.1% | +38.9% | +37.5% |
| All | +28.8% | -13.1% | +41.9% | +37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling