-45.4%
TE vs RIG
+64.1%
-109.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.7% |
| 7D | +15.0% | -8.2% | +23.2% | +18.3% |
| 30D | -7.5% | -0.2% | -7.4% | -7.7% |
| 3M | -42.0% | -2.7% | -39.2% | -42.1% |
| 6M | -31.4% | -7.5% | -24.0% | -30.9% |
| YTD | -26.5% | +38.3% | -64.8% | -37.7% |
| 1Y | +153.1% | +81.8% | +71.2% | +90.7% |
| 3Y | -20.7% | -30.2% | +9.5% | -21.7% |
| 5Y | -45.4% | +59.9% | -105.4% | -60.5% |
| All | -45.4% | +64.1% | -109.5% | -60.5% |
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