-90.0%
RIG vs TPR
+8,033.7%
-8,123.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.8% | +3.1% |
| 7D | -24.5% | +14.2% | -38.7% | -28.5% |
| 30D | -2.8% | +17.1% | -19.9% | -9.0% |
| 3M | +1.6% | -17.7% | +19.3% | +6.8% |
| 6M | -15.9% | -10.2% | -5.7% | -15.5% |
| YTD | +26.9% | +4.9% | +22.0% | +19.0% |
| 1Y | +34.4% | +36.1% | -1.8% | +14.2% |
| 3Y | -21.2% | +416.5% | -437.7% | -61.0% |
| 5Y | +46.4% | +254.8% | -208.4% | -20.1% |
| 10Y | -45.8% | +391.7% | -437.6% | -75.5% |
| All | -90.0% | +8,033.7% | -8,123.7% | -97.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling