+59.9%
RIG vs TAP
-0.5%
+60.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.6% |
| 7D | -8.2% | -5.1% | -3.1% | -6.6% |
| 30D | -0.2% | -8.4% | +8.3% | +2.6% |
| 3M | -2.7% | -3.9% | +1.2% | -2.2% |
| 6M | -7.5% | -14.4% | +6.9% | -3.1% |
| YTD | +38.3% | -14.7% | +53.0% | +44.8% |
| 1Y | +81.8% | -18.7% | +100.5% | +93.3% |
| 3Y | -30.2% | -32.6% | +2.4% | -20.5% |
| 5Y | +59.9% | -1.4% | +61.4% | +30.6% |
| All | +59.9% | -0.5% | +60.5% | +30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling