-82.0%
TE vs RIG
+56.5%
-138.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +0.2% | -7.7% | -7.6% |
| 7D | -13.6% | +4.3% | -17.9% | -14.8% |
| 30D | -37.7% | -5.8% | -31.8% | -36.7% |
| 3M | -59.8% | -6.7% | -53.1% | -59.5% |
| 6M | -66.3% | -18.7% | -47.7% | -64.7% |
| YTD | -70.5% | +28.8% | -99.3% | -74.8% |
| 1Y | -48.8% | +28.8% | -77.6% | -56.2% |
| 3Y | +31.3% | -20.0% | +51.3% | +23.7% |
| 5Y | -82.0% | +56.0% | -138.1% | -87.0% |
| All | -82.0% | +56.5% | -138.5% | -87.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling