-81.5%
RIG vs TRI
+507.2%
-588.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | 0.0% |
| 7D | -8.2% | -8.4% | +0.2% | -4.5% |
| 30D | -0.2% | -6.5% | +6.3% | +2.4% |
| 3M | -2.7% | +18.6% | -21.3% | -13.7% |
| 6M | -7.5% | -10.4% | +3.0% | -6.9% |
| YTD | +38.3% | -23.7% | +62.0% | +47.8% |
| 1Y | +81.8% | -42.5% | +124.3% | +126.2% |
| 3Y | -30.2% | -19.3% | -10.9% | -31.6% |
| 5Y | +59.9% | -9.7% | +69.6% | +43.3% |
| 10Y | -41.9% | +194.4% | -236.4% | -75.8% |
| All | -81.5% | +507.2% | -588.6% | -95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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