-47.9%
RIG vs TT
+725.1%
-773.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.4% | +5.6% | +5.0% |
| 7D | +5.7% | +4.0% | +1.7% | +3.2% |
| 30D | -0.7% | -11.3% | +10.6% | +5.8% |
| 3M | -3.1% | -12.3% | +9.1% | +3.5% |
| 6M | -16.3% | -10.8% | -5.5% | -12.6% |
| YTD | +34.1% | +8.2% | +26.0% | +23.2% |
| 1Y | +38.2% | +1.5% | +36.7% | +31.8% |
| 3Y | -15.3% | +91.5% | -106.8% | -49.0% |
| 5Y | +62.5% | +130.2% | -67.7% | -17.5% |
| All | -47.9% | +725.1% | -773.0% | -89.2% |
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