-1.1%
TFC vs RIG
+39.4%
-40.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.3% | +2.1% |
| 7D | +0.3% | -17.0% | +17.3% | +2.9% |
| 30D | +9.2% | -6.2% | +15.3% | +9.7% |
| 3M | -2.9% | -1.7% | -1.2% | -3.4% |
| 6M | +3.5% | -19.2% | +22.7% | +5.6% |
| YTD | +5.4% | +25.2% | -19.7% | -1.0% |
| 1Y | +17.3% | +29.9% | -12.6% | +9.2% |
| 3Y | +96.7% | -21.3% | +118.0% | +89.7% |
| 5Y | -1.1% | +40.5% | -41.6% | -14.6% |
| All | -1.1% | +39.4% | -40.5% | -14.6% |
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