+73.9%
RIG vs TLN
-23.3%
+97.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | -3.1% | -1.3% | -1.7% | -3.0% |
| 30D | -0.5% | -14.3% | +13.8% | +0.6% |
| 3M | -6.0% | -9.3% | +3.3% | -5.5% |
| 6M | -10.1% | -1.1% | -9.0% | -11.7% |
| YTD | +37.3% | -16.6% | +53.9% | +38.2% |
| 1Y | +73.9% | -22.0% | +95.9% | +89.2% |
| All | +73.9% | -23.3% | +97.2% | +89.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling