+11.6%
RIG vs TEM
+46.9%
-35.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.1% | +5.2% | +1.5% |
| 7D | -4.2% | -9.2% | +5.0% | -3.2% |
| 30D | -0.7% | +5.5% | -6.2% | -1.7% |
| 3M | -4.0% | +18.7% | -22.7% | -6.8% |
| 6M | -6.3% | +15.4% | -21.7% | -9.5% |
| YTD | +39.7% | -0.5% | +40.2% | +36.8% |
| 1Y | +78.1% | -24.8% | +102.9% | +79.6% |
| All | +11.6% | +46.9% | -35.2% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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