-90.0%
RIG vs TMF
-70.3%
-19.7%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.5% |
| 7D | -2.6% | -3.4% | +0.8% | -3.5% |
| 30D | -5.2% | +11.5% | -16.7% | -2.0% |
| 3M | -8.6% | -4.5% | -4.1% | -9.4% |
| 6M | -18.9% | -15.0% | -4.0% | -21.8% |
| YTD | +28.6% | -19.9% | +48.4% | +22.5% |
| 1Y | +25.5% | -26.6% | +52.1% | +16.7% |
| 3Y | -20.2% | -29.8% | +9.7% | -23.2% |
| 5Y | +53.9% | -88.2% | +142.1% | -9.8% |
| 10Y | -48.8% | -81.4% | +32.6% | -58.7% |
| All | -90.0% | -70.3% | -19.7% | -89.2% |
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