-45.3%
TE vs RIG
+34.1%
-79.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.1% | -7.2% | -3.6% |
| 7D | -19.1% | +5.7% | -24.8% | -19.7% |
| 30D | -34.1% | -0.7% | -33.4% | -34.3% |
| 3M | -60.1% | -3.1% | -57.0% | -60.2% |
| 6M | -66.0% | -16.3% | -49.6% | -65.1% |
| YTD | -71.4% | +34.1% | -105.5% | -76.1% |
| 1Y | -45.3% | +38.2% | -83.4% | -55.8% |
| All | -45.3% | +34.1% | -79.4% | -55.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling