-36.9%
RIG vs TW
+211.2%
-248.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -8.2% | -0.5% | -7.7% | -8.1% |
| 30D | -0.2% | -0.6% | +0.4% | -0.1% |
| 3M | -2.7% | +3.4% | -6.1% | -4.5% |
| 6M | -7.5% | -18.4% | +11.0% | -2.4% |
| YTD | +38.3% | -3.9% | +42.2% | +38.3% |
| 1Y | +81.8% | -13.3% | +95.2% | +87.5% |
| 3Y | -30.2% | +20.8% | -51.0% | -37.3% |
| 5Y | +59.9% | +20.3% | +39.7% | +38.8% |
| All | -36.9% | +211.2% | -248.2% | -62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling