-47.4%
RIG vs TT
+10,038.1%
-10,085.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -12.2% | +0.8% | -13.0% | -12.5% |
| 30D | -6.0% | -11.8% | +5.8% | -1.2% |
| 3M | -9.4% | -11.6% | +2.1% | -5.2% |
| 6M | -19.1% | -9.3% | -9.8% | -16.9% |
| YTD | +25.4% | +8.9% | +16.5% | +18.5% |
| 1Y | +23.3% | -2.2% | +25.6% | +21.9% |
| 3Y | -22.1% | +91.9% | -114.0% | -43.5% |
| 5Y | +50.1% | +136.0% | -85.9% | -2.8% |
| 10Y | -50.7% | +734.7% | -785.4% | -80.6% |
| All | -47.4% | +10,038.1% | -10,085.4% | -90.4% |
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