+81.8%
RIG vs TPR
+9.9%
+72.0%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | -0.6% |
| 7D | -8.2% | -7.3% | -0.9% | -7.6% |
| 30D | -0.2% | -30.7% | +30.6% | +2.9% |
| 3M | -2.7% | -21.6% | +18.9% | -1.1% |
| 6M | -7.5% | -21.3% | +13.9% | -6.6% |
| YTD | +38.3% | -10.2% | +48.4% | +35.4% |
| 1Y | +81.8% | +9.5% | +72.3% | +57.8% |
| All | +81.8% | +9.9% | +72.0% | +57.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling