-53.2%
TE vs RIG
-8.7%
-44.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.8% | +4.1% | +1.7% |
| 7D | -4.0% | +0.9% | -4.8% | -4.2% |
| 30D | -15.9% | +13.8% | -29.7% | -17.8% |
| 3M | -60.5% | -6.4% | -54.1% | -60.2% |
| 6M | -35.2% | -8.2% | -27.0% | -34.8% |
| YTD | -31.1% | +41.6% | -72.8% | -35.7% |
| 1Y | +148.6% | +88.7% | +59.9% | +121.3% |
| 3Y | -26.4% | -30.9% | +4.5% | -27.4% |
| 5Y | -48.0% | +57.7% | -105.7% | -52.6% |
| All | -53.2% | -8.7% | -44.4% | -57.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling