-30.2%
RIG vs TNA
+101.9%
-132.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -2.1% |
| 7D | -3.1% | -7.3% | +4.2% | -0.6% |
| 30D | -0.5% | -14.2% | +13.6% | +4.5% |
| 3M | -6.0% | -4.6% | -1.4% | -5.7% |
| 6M | -10.1% | +36.9% | -47.1% | -23.9% |
| YTD | +37.3% | +42.5% | -5.3% | +13.7% |
| 1Y | +73.9% | +45.8% | +28.2% | +40.8% |
| 3Y | -30.2% | +104.7% | -134.8% | -51.5% |
| All | -30.2% | +101.9% | -132.0% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 3y: compounded portfolio wealth divided by compounded TNA 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…
3y analysis · Full analysis span regression · 6 months rolling