-45.9%
RIG vs TAP
+781.8%
-827.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +4.3% | -6.3% | +10.6% | +6.3% |
| 30D | -5.8% | +2.7% | -8.5% | -7.2% |
| 3M | -6.7% | -3.7% | -2.9% | -6.4% |
| 6M | -18.7% | -2.0% | -16.6% | -19.3% |
| YTD | +28.8% | -12.3% | +41.2% | +31.8% |
| 1Y | +28.8% | -10.1% | +38.9% | +30.5% |
| 3Y | -20.0% | -25.3% | +5.3% | -14.8% |
| 5Y | +56.0% | -1.9% | +58.0% | +50.4% |
| 10Y | -48.7% | -47.8% | -0.9% | -42.7% |
| All | -45.9% | +781.8% | -827.8% | -52.8% |
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