-40.5%
RIG vs TT
+10,690.5%
-10,731.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.7% | -3.2% |
| 7D | +0.9% | 0.0% | +0.9% | +0.8% |
| 30D | +13.8% | -7.2% | +21.0% | +17.2% |
| 3M | -6.4% | -3.0% | -3.4% | -6.0% |
| 6M | -8.2% | +1.4% | -9.5% | -10.0% |
| YTD | +41.6% | +15.9% | +25.8% | +30.9% |
| 1Y | +88.7% | +9.4% | +79.3% | +78.3% |
| 3Y | -30.9% | +124.4% | -155.2% | -53.2% |
| 5Y | +57.7% | +138.0% | -80.3% | +2.0% |
| 10Y | -39.3% | +886.4% | -925.6% | -77.6% |
| All | -40.5% | +10,690.5% | -10,731.0% | -89.4% |
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