-16.6%
TE vs RIG
-30.6%
+14.0%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.5% | +11.5% | +10.7% |
| 7D | +18.2% | -2.7% | +20.9% | +19.3% |
| 30D | -13.5% | +9.5% | -23.0% | -17.8% |
| 3M | -44.6% | -6.6% | -37.9% | -43.6% |
| 6M | -24.7% | -2.9% | -21.8% | -25.9% |
| YTD | -24.3% | +39.5% | -63.7% | -40.7% |
| 1Y | +155.6% | +82.3% | +73.3% | +68.0% |
| All | -16.6% | -30.6% | +14.0% | -19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling