+80.9%
TFC vs RIG
-49.1%
+130.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +1.7% | -12.2% | +13.9% | +3.8% |
| 30D | +9.0% | -6.0% | +15.0% | +9.6% |
| 3M | -2.1% | -9.4% | +7.3% | -1.2% |
| 6M | +3.4% | -19.1% | +22.4% | +5.7% |
| YTD | +5.3% | +25.4% | -20.1% | -1.3% |
| 1Y | +16.2% | +23.3% | -7.2% | +8.9% |
| 3Y | +94.8% | -22.1% | +116.9% | +89.2% |
| 5Y | -0.7% | +50.1% | -50.8% | -19.5% |
| 10Y | +80.9% | -50.7% | +131.5% | +24.7% |
| All | +80.9% | -49.1% | +130.0% | +24.7% |
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