+1,517.4%
TFC vs RIG
-45.7%
+1,563.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.4% |
| 7D | -1.2% | -2.6% | +1.4% | -0.8% |
| 30D | +7.8% | -5.2% | +12.9% | +8.2% |
| 3M | -3.0% | -8.6% | +5.6% | -2.2% |
| 6M | +5.8% | -18.9% | +24.7% | +8.2% |
| YTD | +5.3% | +28.6% | -23.3% | -1.5% |
| 1Y | +15.7% | +25.5% | -9.9% | +8.4% |
| 3Y | +94.8% | -20.2% | +114.9% | +88.8% |
| 5Y | 0.0% | +53.9% | -53.9% | -18.7% |
| 10Y | +79.0% | -48.8% | +127.8% | +33.8% |
| All | +1,517.4% | -45.7% | +1,563.2% | +1,170.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling