-78.6%
RIG vs TDY
+7,056.0%
-7,134.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -3.0% | -2.2% |
| 7D | -3.1% | -1.1% | -2.0% | -2.7% |
| 30D | -0.5% | -12.0% | +11.5% | +3.8% |
| 3M | -6.0% | -3.2% | -2.8% | -5.2% |
| 6M | -10.1% | -7.9% | -2.3% | -8.2% |
| YTD | +37.3% | +18.2% | +19.1% | +28.9% |
| 1Y | +73.9% | +6.7% | +67.3% | +68.7% |
| 3Y | -30.2% | +47.5% | -77.7% | -39.6% |
| 5Y | +62.5% | +39.5% | +23.0% | +43.3% |
| 10Y | -42.3% | +477.2% | -519.5% | -62.4% |
| All | -78.6% | +7,056.0% | -7,134.6% | -90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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