-15.8%
RIG vs TLN
+710.8%
-726.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.8% | +6.9% | +4.6% |
| 7D | +5.7% | +11.0% | -5.3% | +3.8% |
| 30D | -0.7% | +4.9% | -5.6% | -1.7% |
| 3M | -3.1% | +4.9% | -8.1% | -4.6% |
| 6M | -16.3% | +7.1% | -23.4% | -18.6% |
| YTD | +34.1% | +0.3% | +33.8% | +30.1% |
| 1Y | +38.2% | +5.9% | +32.2% | +31.9% |
| 3Y | -15.3% | +578.5% | -593.8% | -45.5% |
| All | -15.8% | +710.8% | -726.6% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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