-11.1%
RIG vs TLN
+583.6%
-594.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.8% | -6.6% | -3.5% |
| 7D | +0.9% | +7.1% | -6.2% | -0.4% |
| 30D | +13.8% | -3.9% | +17.7% | +14.3% |
| 3M | -6.4% | -16.2% | +9.8% | -4.2% |
| 6M | -8.2% | -5.8% | -2.3% | -9.1% |
| YTD | +41.6% | -15.4% | +57.1% | +42.3% |
| 1Y | +88.7% | -16.7% | +105.4% | +89.5% |
| 3Y | -30.9% | +473.8% | -504.6% | -54.2% |
| All | -11.1% | +583.6% | -594.7% | -39.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling