+88.7%
RIG vs TW
-15.9%
+104.6%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -2.9% |
| 7D | +0.9% | -2.3% | +3.2% | +1.0% |
| 30D | +13.8% | +3.9% | +9.9% | +13.5% |
| 3M | -6.4% | +5.7% | -12.1% | -6.8% |
| 6M | -8.2% | -14.5% | +6.4% | -4.5% |
| YTD | +41.6% | -0.9% | +42.5% | +49.8% |
| 1Y | +88.7% | -13.5% | +102.2% | +93.5% |
| All | +88.7% | -15.9% | +104.6% | +93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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