-72.2%
RIG vs TCOM
+2,569.4%
-2,641.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.4% | 0.0% |
| 7D | -8.2% | -10.2% | +2.0% | -5.6% |
| 30D | -0.2% | -16.8% | +16.7% | +4.6% |
| 3M | -2.7% | -16.7% | +14.0% | +1.3% |
| 6M | -7.5% | -27.1% | +19.6% | -0.6% |
| YTD | +38.3% | -45.5% | +83.8% | +58.5% |
| 1Y | +81.8% | -45.9% | +127.7% | +108.8% |
| 3Y | -30.2% | +9.8% | -40.0% | -36.6% |
| 5Y | +59.9% | +23.8% | +36.1% | +30.5% |
| 10Y | -41.9% | -10.8% | -31.1% | -49.2% |
| All | -72.2% | +2,569.4% | -2,641.6% | -88.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling