-53.4%
TE vs RIG
-10.0%
-43.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.1% | -7.8% | -6.9% |
| 7D | +0.9% | -4.2% | +5.0% | +1.5% |
| 30D | -16.3% | -0.7% | -15.6% | -16.3% |
| 3M | -40.8% | -4.0% | -36.8% | -40.6% |
| 6M | -42.6% | -6.3% | -36.3% | -42.4% |
| YTD | -31.4% | +39.7% | -71.1% | -35.8% |
| 1Y | +144.9% | +78.1% | +66.8% | +120.0% |
| 3Y | -26.0% | -29.5% | +3.5% | -27.1% |
| 5Y | -48.5% | +65.3% | -113.8% | -53.0% |
| All | -53.4% | -10.0% | -43.4% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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