-40.5%
RIG vs TAP
+802.8%
-843.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.7% | -2.8% |
| 7D | +0.9% | -2.3% | +3.2% | +1.6% |
| 30D | +13.8% | -2.1% | +16.0% | +14.4% |
| 3M | -6.4% | +6.6% | -13.0% | -8.9% |
| 6M | -8.2% | -11.5% | +3.3% | -5.5% |
| YTD | +41.6% | -10.3% | +51.9% | +45.0% |
| 1Y | +88.7% | -14.4% | +103.1% | +95.1% |
| 3Y | -30.9% | -28.3% | -2.6% | -25.1% |
| 5Y | +57.7% | +1.7% | +56.0% | +51.5% |
| 10Y | -39.3% | -49.2% | +10.0% | -31.5% |
| All | -40.5% | +802.8% | -843.3% | -48.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling