+63.2%
RIG vs TPR
+230.0%
-166.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.7% | +2.2% | -0.5% |
| 7D | -2.7% | -3.4% | +0.7% | -1.7% |
| 30D | +9.5% | -27.3% | +36.8% | +19.2% |
| 3M | -6.6% | -16.2% | +9.6% | -3.2% |
| 6M | -2.9% | -17.9% | +15.0% | +0.2% |
| YTD | +39.5% | -7.1% | +46.6% | +37.7% |
| 1Y | +82.3% | +13.6% | +68.7% | +67.5% |
| 3Y | -29.6% | +293.7% | -323.3% | -59.9% |
| 5Y | +63.2% | +239.1% | -175.9% | -6.1% |
| All | +63.2% | +230.0% | -166.8% | -6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling