+56.2%
RIG vs TD
+125.7%
-69.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -2.4% |
| 7D | -3.1% | -0.5% | -2.5% | -2.6% |
| 30D | -0.5% | -1.9% | +1.4% | +1.1% |
| 3M | -6.0% | +4.8% | -10.7% | -11.2% |
| 6M | -10.1% | +28.0% | -38.1% | -31.6% |
| YTD | +37.3% | +30.3% | +7.0% | +2.2% |
| 1Y | +73.9% | +59.8% | +14.2% | +3.3% |
| 3Y | -30.2% | +124.7% | -154.9% | -72.3% |
| All | +56.2% | +125.7% | -69.5% | -54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling