-42.2%
RIG vs TTMI
+1,127.6%
-1,169.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.4% | -5.1% | -3.0% |
| 7D | -3.1% | +0.7% | -3.7% | -3.4% |
| 30D | -0.5% | -8.4% | +7.9% | +1.5% |
| 3M | -6.0% | -32.5% | +26.5% | +4.2% |
| 6M | -10.1% | +32.5% | -42.6% | -28.7% |
| YTD | +37.3% | +83.2% | -46.0% | -9.8% |
| 1Y | +73.9% | +161.7% | -87.7% | -6.9% |
| 3Y | -30.2% | +890.1% | -920.3% | -82.0% |
| 5Y | +62.5% | +832.4% | -770.0% | -60.5% |
| All | -42.2% | +1,127.6% | -1,169.8% | -87.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling