-90.3%
RIG vs TMF
-69.2%
-21.1%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -17.0% | +0.6% | -17.6% | -16.8% |
| 30D | -6.2% | +16.3% | -22.5% | -1.8% |
| 3M | -1.7% | -2.7% | +1.0% | -2.0% |
| 6M | -19.2% | -13.2% | -6.0% | -21.6% |
| YTD | +25.2% | -16.7% | +41.9% | +20.6% |
| 1Y | +29.9% | -22.7% | +52.6% | +22.5% |
| 3Y | -21.3% | -26.1% | +4.8% | -23.2% |
| 5Y | +40.5% | -88.4% | +128.9% | -18.6% |
| 10Y | -49.6% | -81.8% | +32.3% | -59.5% |
| All | -90.3% | -69.2% | -21.1% | -89.4% |
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