+219.1%
TER vs RIG
+52.4%
+166.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.7% | +4.5% |
| 7D | +11.0% | -2.7% | +13.7% | +11.5% |
| 30D | -1.9% | +9.5% | -11.4% | -3.9% |
| 3M | -0.7% | -6.6% | +6.0% | +0.2% |
| 6M | +36.4% | -2.9% | +39.2% | +34.5% |
| YTD | +92.4% | +39.5% | +53.0% | +75.4% |
| 1Y | +213.5% | +82.3% | +131.2% | +169.9% |
| 3Y | +277.2% | -29.6% | +306.8% | +261.7% |
| 5Y | +219.1% | +63.2% | +156.0% | +152.3% |
| All | +219.1% | +52.4% | +166.8% | +152.3% |
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