+96.7%
TFC vs RIG
-28.9%
+125.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.9% |
| 7D | +2.2% | -2.7% | +4.9% | +2.6% |
| 30D | -2.5% | +9.5% | -12.0% | -4.0% |
| 3M | +4.5% | -6.6% | +11.2% | +5.3% |
| 6M | +11.0% | -2.9% | +13.8% | +10.1% |
| YTD | +5.9% | +39.5% | -33.6% | -2.7% |
| 1Y | +14.6% | +82.3% | -67.7% | -1.3% |
| 3Y | +96.7% | -29.6% | +126.3% | +107.3% |
| All | +96.7% | -28.9% | +125.6% | +107.3% |
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 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