+11.4%
RIG vs TEM
+60.7%
-49.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.5% |
| 7D | -2.7% | +3.2% | -5.9% | -3.0% |
| 30D | +9.5% | +23.5% | -14.0% | +6.6% |
| 3M | -6.6% | +32.3% | -39.0% | -10.4% |
| 6M | -2.9% | +23.0% | -25.9% | -6.7% |
| YTD | +39.5% | +8.9% | +30.6% | +35.4% |
| 1Y | +82.3% | -19.9% | +102.1% | +82.7% |
| All | +11.4% | +60.7% | -49.3% | -4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling