-50.7%
RIG vs TPR
+386.9%
-437.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -12.2% | +12.1% | -24.3% | -17.0% |
| 30D | -6.0% | +16.7% | -22.7% | -13.3% |
| 3M | -9.4% | -17.4% | +7.9% | -3.8% |
| 6M | -19.1% | +2.3% | -21.3% | -23.1% |
| YTD | +25.4% | +7.1% | +18.3% | +14.0% |
| 1Y | +23.3% | +29.5% | -6.2% | +1.9% |
| 3Y | -22.1% | +415.0% | -437.2% | -70.1% |
| 5Y | +50.1% | +261.5% | -211.3% | -35.4% |
| 10Y | -50.7% | +383.3% | -434.0% | -82.7% |
| All | -50.7% | +386.9% | -437.6% | -82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling