+38.2%
RIG vs TPR
+29.2%
+9.0%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.2% | +4.3% | +4.1% |
| 7D | +5.7% | -0.3% | +6.0% | +5.7% |
| 30D | -0.7% | +15.1% | -15.8% | +0.5% |
| 3M | -3.1% | +3.5% | -6.7% | -2.0% |
| 6M | -16.3% | +0.4% | -16.8% | -15.9% |
| YTD | +34.1% | +4.6% | +29.5% | +36.4% |
| 1Y | +38.2% | +33.1% | +5.1% | +21.3% |
| All | +38.2% | +29.2% | +9.0% | +21.3% |
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