-41.8%
RIG vs TT
+965.2%
-1,007.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.6% |
| 7D | -8.2% | +1.4% | -9.6% | -9.0% |
| 30D | -0.2% | -6.7% | +6.5% | +3.7% |
| 3M | -2.7% | -5.4% | +2.7% | -0.7% |
| 6M | -7.5% | +4.4% | -11.8% | -12.2% |
| YTD | +38.3% | +14.9% | +23.3% | +23.5% |
| 1Y | +81.8% | +9.3% | +72.6% | +66.7% |
| 3Y | -30.2% | +121.7% | -151.9% | -62.0% |
| 5Y | +59.9% | +148.2% | -88.2% | -22.5% |
| All | -41.8% | +965.2% | -1,007.0% | -90.3% |
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