-37.3%
RIG vs TW
+206.7%
-244.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.5% |
| 7D | -3.1% | -4.5% | +1.4% | -1.8% |
| 30D | -0.5% | -2.3% | +1.7% | 0.0% |
| 3M | -6.0% | +2.6% | -8.6% | -7.5% |
| 6M | -10.1% | -17.5% | +7.4% | -5.5% |
| YTD | +37.3% | -5.3% | +42.6% | +37.9% |
| 1Y | +73.9% | -14.8% | +88.7% | +80.2% |
| 3Y | -30.2% | +18.8% | -49.0% | -37.0% |
| 5Y | +62.5% | +20.7% | +41.7% | +40.6% |
| All | -37.3% | +206.7% | -244.1% | -62.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling