+262.0%
TER vs RIG
-27.8%
+289.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.8% | +8.3% | +6.2% |
| 7D | +0.6% | +0.9% | -0.2% | +0.3% |
| 30D | -8.3% | +13.8% | -22.1% | -11.5% |
| 3M | -12.2% | -6.4% | -5.8% | -11.1% |
| 6M | +17.1% | -8.2% | +25.2% | +16.7% |
| YTD | +84.7% | +41.6% | +43.0% | +61.2% |
| 1Y | +199.9% | +88.7% | +111.2% | +140.7% |
| All | +262.0% | -27.8% | +289.8% | +210.5% |
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 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