-28.9%
RIG vs TD
+125.8%
-154.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.2% | +0.5% |
| 7D | -4.2% | -2.6% | -1.6% | -2.6% |
| 30D | -0.7% | -1.0% | +0.3% | -0.2% |
| 3M | -4.0% | +5.6% | -9.6% | -8.1% |
| 6M | -6.3% | +27.1% | -33.4% | -22.2% |
| YTD | +39.7% | +29.4% | +10.3% | +14.1% |
| 1Y | +78.1% | +60.7% | +17.4% | +21.6% |
| All | -28.9% | +125.8% | -154.7% | -63.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling