-89.0%
RIG vs TMF
-68.9%
-20.1%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -2.7% |
| 7D | +0.9% | -1.4% | +2.3% | +0.5% |
| 30D | +13.8% | -2.8% | +16.6% | +13.1% |
| 3M | -6.4% | -10.9% | +4.5% | -9.0% |
| 6M | -8.2% | -21.3% | +13.2% | -13.4% |
| YTD | +41.6% | -15.9% | +57.5% | +36.3% |
| 1Y | +88.7% | -15.7% | +104.4% | +82.5% |
| 3Y | -30.9% | -43.4% | +12.5% | -37.9% |
| 5Y | +57.7% | -87.8% | +145.4% | -6.1% |
| 10Y | -39.3% | -86.7% | +47.5% | -55.0% |
| All | -89.0% | -68.9% | -20.1% | -88.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling