-20.2%
RIG vs TPR
+389.0%
-409.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.8% | +2.9% |
| 7D | -24.5% | +14.2% | -38.7% | -26.6% |
| 30D | -2.8% | +17.1% | -19.9% | -6.2% |
| 3M | +1.6% | -17.7% | +19.3% | +5.7% |
| 6M | -15.9% | -10.2% | -5.7% | -15.1% |
| YTD | +26.9% | +4.9% | +22.0% | +21.1% |
| 1Y | +34.4% | +36.1% | -1.8% | +17.3% |
| All | -20.2% | +389.0% | -409.3% | -62.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling