-50.0%
RIG vs TT
+737.0%
-787.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +4.3% | +8.1% | -3.7% | -0.4% |
| 30D | -5.8% | -11.3% | +5.4% | +0.4% |
| 3M | -6.7% | -11.2% | +4.5% | -0.9% |
| 6M | -18.7% | -8.9% | -9.7% | -16.1% |
| YTD | +28.8% | +9.7% | +19.1% | +17.3% |
| 1Y | +28.8% | +1.3% | +27.6% | +23.2% |
| 3Y | -20.0% | +93.4% | -113.4% | -52.1% |
| 5Y | +56.0% | +133.5% | -77.5% | -21.4% |
| All | -50.0% | +737.0% | -787.0% | -89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 10y: compounded portfolio wealth divided by compounded TT 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…
10y analysis · Full analysis span regression · 6 months rolling