-89.3%
RIG vs TNA
+944.8%
-1,034.0%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.3% | +0.9% |
| 7D | -8.2% | -3.6% | -4.6% | -6.9% |
| 30D | -0.2% | -10.1% | +9.9% | +4.0% |
| 3M | -2.7% | +2.7% | -5.4% | -5.4% |
| 6M | -7.5% | +38.4% | -45.9% | -23.3% |
| YTD | +38.3% | +45.4% | -7.2% | +11.5% |
| 1Y | +81.8% | +55.9% | +25.9% | +40.2% |
| 3Y | -30.2% | +109.8% | -140.0% | -57.6% |
| 5Y | +59.9% | -22.5% | +82.5% | +30.4% |
| 10Y | -41.9% | +87.5% | -129.5% | -69.1% |
| All | -89.3% | +944.8% | -1,034.0% | -98.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling