-30.2%
RIG vs TPG
+81.8%
-112.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.4% | -2.4% |
| 7D | -3.1% | -9.4% | +6.3% | +0.6% |
| 30D | -0.5% | -5.3% | +4.7% | +1.0% |
| 3M | -6.0% | +12.9% | -18.9% | -11.7% |
| 6M | -10.1% | +20.1% | -30.2% | -19.5% |
| YTD | +37.3% | -22.5% | +59.8% | +52.6% |
| 1Y | +73.9% | -19.7% | +93.6% | +87.5% |
| 3Y | -30.2% | +81.2% | -111.4% | -55.0% |
| All | -30.2% | +81.8% | -112.0% | -55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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