-42.2%
RIG vs TKO
+989.7%
-1,031.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.9% |
| 7D | -3.1% | +2.3% | -5.4% | -4.1% |
| 30D | -0.5% | -2.5% | +1.9% | +0.2% |
| 3M | -6.0% | -10.6% | +4.6% | -2.3% |
| 6M | -10.1% | -5.1% | -5.1% | -9.7% |
| YTD | +37.3% | -8.2% | +45.5% | +39.2% |
| 1Y | +73.9% | -4.4% | +78.4% | +72.4% |
| 3Y | -30.2% | +100.4% | -130.5% | -52.9% |
| 5Y | +62.5% | +294.3% | -231.8% | -26.2% |
| All | -42.2% | +989.7% | -1,031.9% | -79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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