-41.9%
RIG vs TMF
-86.2%
+44.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -1.4% |
| 7D | -8.2% | -0.9% | -7.3% | -8.4% |
| 30D | -0.2% | -1.0% | +0.8% | -0.4% |
| 3M | -2.7% | -11.3% | +8.5% | -5.7% |
| 6M | -7.5% | -22.7% | +15.3% | -13.5% |
| YTD | +38.3% | -17.3% | +55.6% | +32.1% |
| 1Y | +81.8% | -22.5% | +104.3% | +71.1% |
| 3Y | -30.2% | -43.2% | +13.0% | -38.1% |
| 5Y | +59.9% | -88.3% | +148.3% | -21.1% |
| 10Y | -41.9% | -86.0% | +44.1% | -57.1% |
| All | -41.9% | -86.2% | +44.3% | -57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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