-42.2%
RIG vs TD
+306.3%
-348.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -2.6% |
| 7D | -3.1% | -0.5% | -2.5% | -2.4% |
| 30D | -0.5% | -1.9% | +1.4% | +1.6% |
| 3M | -6.0% | +4.8% | -10.7% | -12.9% |
| 6M | -10.1% | +28.0% | -38.1% | -37.2% |
| YTD | +37.3% | +30.3% | +7.0% | -6.7% |
| 1Y | +73.9% | +59.8% | +14.2% | -11.0% |
| 3Y | -30.2% | +124.7% | -154.9% | -78.4% |
| 5Y | +62.5% | +127.0% | -64.5% | -50.8% |
| All | -42.2% | +306.3% | -348.5% | -89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 10y: compounded portfolio wealth divided by compounded TD 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…
10y analysis · Full analysis span regression · 6 months rolling