-42.2%
RIG vs TDG
+547.7%
-589.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -2.4% |
| 7D | -3.1% | -1.9% | -1.2% | -2.0% |
| 30D | -0.5% | -7.7% | +7.2% | +4.0% |
| 3M | -6.0% | -9.3% | +3.4% | -1.7% |
| 6M | -10.1% | -9.4% | -0.8% | -8.4% |
| YTD | +37.3% | -14.3% | +51.5% | +43.4% |
| 1Y | +73.9% | -11.8% | +85.8% | +77.7% |
| 3Y | -30.2% | +52.0% | -82.1% | -53.6% |
| 5Y | +62.5% | +128.8% | -66.4% | -20.5% |
| All | -42.2% | +547.7% | -589.9% | -77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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