+97.2%
TFC vs RIG
-44.3%
+141.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | -1.3% | -8.2% | +6.9% | +0.1% |
| 30D | -2.3% | -0.2% | -2.2% | -2.4% |
| 3M | +2.5% | -2.7% | +5.2% | +2.5% |
| 6M | +9.5% | -7.5% | +16.9% | +9.6% |
| YTD | +5.1% | +38.3% | -33.2% | -2.5% |
| 1Y | +15.5% | +81.8% | -66.4% | +1.3% |
| 3Y | +95.2% | -30.2% | +125.4% | +94.2% |
| 5Y | +14.5% | +59.9% | -45.5% | -7.9% |
| 10Y | +97.2% | -41.9% | +139.1% | +34.0% |
| All | +97.2% | -44.3% | +141.5% | +34.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling