-47.9%
RIG vs TPR
+364.3%
-412.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.2% | +4.3% | +4.2% |
| 7D | +5.7% | -0.3% | +6.0% | +5.8% |
| 30D | -0.7% | +15.1% | -15.8% | -7.9% |
| 3M | -3.1% | +3.5% | -6.7% | -6.3% |
| 6M | -16.3% | +0.4% | -16.8% | -19.9% |
| YTD | +34.1% | +4.6% | +29.5% | +23.2% |
| 1Y | +38.2% | +33.1% | +5.1% | +12.6% |
| 3Y | -15.3% | +396.0% | -411.3% | -66.9% |
| 5Y | +62.5% | +230.3% | -167.8% | -26.4% |
| All | -47.9% | +364.3% | -412.2% | -81.9% |
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