+15.5%
TFC vs RIG
+79.6%
-64.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.8% |
| 7D | -1.3% | -8.2% | +6.9% | -1.2% |
| 30D | -2.3% | -0.2% | -2.2% | -2.3% |
| 3M | +2.5% | -2.7% | +5.2% | +2.6% |
| 6M | +9.5% | -7.5% | +16.9% | +9.4% |
| YTD | +5.1% | +38.3% | -33.2% | +2.2% |
| 1Y | +15.5% | +81.8% | -66.4% | +10.2% |
| All | +15.5% | +79.6% | -64.1% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling