+39.7%
RIG vs TTMI
+9.6%
+30.1%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -10.1% | +2.5% | -7.0% |
| 7D | -18.8% | -19.2% | +0.4% | -17.8% |
| 30D | -1.1% | -44.9% | +43.8% | +1.3% |
| 3M | +4.4% | -44.7% | +49.1% | +6.9% |
| 6M | -20.8% | -53.4% | +32.6% | -18.7% |
| YTD | +32.0% | +6.3% | +25.6% | +21.5% |
| 1Y | +39.7% | +10.7% | +29.0% | +27.4% |
| All | +39.7% | +9.6% | +30.1% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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