-28.9%
RIG vs TCOM
+7.1%
-36.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.3% | +1.2% |
| 7D | -4.2% | -6.5% | +2.4% | -3.5% |
| 30D | -0.7% | -16.2% | +15.5% | +1.0% |
| 3M | -4.0% | -19.3% | +15.3% | -2.1% |
| 6M | -6.3% | -27.2% | +20.9% | -3.5% |
| YTD | +39.7% | -46.2% | +85.9% | +49.0% |
| 1Y | +78.1% | -46.6% | +124.7% | +90.1% |
| All | -28.9% | +7.1% | -36.1% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 3y: compounded portfolio wealth divided by compounded TCOM 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…
3y analysis · Full analysis span regression · 6 months rolling