-80.5%
TE vs RIG
-13.6%
-67.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.1% | -7.2% | -3.7% |
| 7D | -19.1% | +5.7% | -24.8% | -19.8% |
| 30D | -34.1% | -0.7% | -33.4% | -34.2% |
| 3M | -60.1% | -3.1% | -57.0% | -60.2% |
| 6M | -66.0% | -16.3% | -49.6% | -65.3% |
| YTD | -71.4% | +34.1% | -105.5% | -73.2% |
| 1Y | -45.3% | +38.2% | -83.4% | -48.9% |
| 3Y | +9.1% | -15.3% | +24.4% | +5.5% |
| 5Y | -82.6% | +62.5% | -145.1% | -84.1% |
| All | -80.5% | -13.6% | -67.0% | -82.1% |
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