+76.2%
RIG vs TT
+8.0%
+68.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -8.2% | +1.4% | -9.6% | -8.5% |
| 30D | -0.2% | -6.7% | +6.5% | +1.3% |
| 3M | -2.7% | -5.4% | +2.7% | -1.8% |
| 6M | -7.5% | +4.4% | -11.8% | -11.0% |
| YTD | +38.3% | +14.9% | +23.3% | +31.0% |
| All | +76.2% | +8.0% | +68.2% | +69.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling