-28.9%
RIG vs TTMI
+844.7%
-873.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.4% |
| 7D | -4.2% | +6.0% | -10.2% | -5.5% |
| 30D | -0.7% | -6.4% | +5.7% | +0.1% |
| 3M | -4.0% | -28.9% | +24.9% | +1.0% |
| 6M | -6.3% | +26.9% | -33.2% | -19.2% |
| YTD | +39.7% | +77.3% | -37.6% | +4.0% |
| 1Y | +78.1% | +147.5% | -69.4% | +12.1% |
| All | -28.9% | +844.7% | -873.7% | -74.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling