-13.2%
RIG vs TLN
+589.3%
-602.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.5% |
| 7D | -8.2% | +5.8% | -14.0% | -9.2% |
| 30D | -0.2% | -6.9% | +6.7% | +0.8% |
| 3M | -2.7% | -10.9% | +8.2% | -1.6% |
| 6M | -7.5% | -4.6% | -2.8% | -8.6% |
| YTD | +38.3% | -14.7% | +53.0% | +38.7% |
| 1Y | +81.8% | -17.9% | +99.8% | +83.4% |
| 3Y | -30.2% | +483.9% | -514.1% | -53.9% |
| All | -13.2% | +589.3% | -602.5% | -41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling