-45.9%
RIG vs TT
+10,115.9%
-10,161.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +4.3% | +8.1% | -3.7% | +0.9% |
| 30D | -5.8% | -11.3% | +5.4% | -1.3% |
| 3M | -6.7% | -11.2% | +4.5% | -2.5% |
| 6M | -18.7% | -8.9% | -9.7% | -16.6% |
| YTD | +28.8% | +9.7% | +19.1% | +21.3% |
| 1Y | +28.8% | +1.3% | +27.6% | +25.5% |
| 3Y | -20.0% | +93.4% | -113.4% | -42.1% |
| 5Y | +56.0% | +133.5% | -77.5% | +1.6% |
| 10Y | -48.7% | +739.9% | -788.6% | -79.9% |
| All | -45.9% | +10,115.9% | -10,161.8% | -90.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling