+0.4%
RIG vs TXG
+27.0%
-26.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.3% | -5.1% | -2.3% |
| 7D | -3.1% | +9.5% | -12.6% | -4.7% |
| 30D | -0.5% | +18.8% | -19.3% | -3.8% |
| 3M | -6.0% | +136.1% | -142.1% | -20.6% |
| 6M | -10.1% | +235.2% | -245.4% | -30.3% |
| YTD | +37.3% | +320.5% | -283.3% | +1.1% |
| 1Y | +73.9% | +425.2% | -351.3% | +20.8% |
| 3Y | -30.2% | +42.9% | -73.1% | -42.3% |
| 5Y | +62.5% | -62.8% | +125.3% | +49.4% |
| All | +0.4% | +27.0% | -26.7% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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