+7.2%
RIG vs TEM
+79.0%
-71.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -5.7% | +9.8% | +4.7% |
| 7D | +5.7% | -5.9% | +11.6% | +6.2% |
| 30D | -0.7% | +4.8% | -5.5% | -1.7% |
| 3M | -3.1% | +31.9% | -35.0% | -7.1% |
| 6M | -16.3% | +56.0% | -72.3% | -21.9% |
| YTD | +34.1% | +21.3% | +12.9% | +27.7% |
| 1Y | +38.2% | +5.4% | +32.8% | +33.7% |
| All | +7.2% | +79.0% | -71.8% | -9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling