+203.6%
TGT vs RIG
-41.2%
+244.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.2% |
| 7D | -5.2% | -3.1% | -2.2% | -5.0% |
| 30D | +1.2% | -0.5% | +1.7% | +1.2% |
| 3M | +18.4% | -6.0% | +24.4% | +18.7% |
| 6M | +33.4% | -10.1% | +43.6% | +33.8% |
| YTD | +63.8% | +37.3% | +26.5% | +58.4% |
| 1Y | +77.2% | +73.9% | +3.2% | +67.5% |
| 3Y | +41.8% | -30.2% | +72.0% | +40.5% |
| 5Y | -25.5% | +62.5% | -88.0% | -31.9% |
| All | +203.6% | -41.2% | +244.8% | +178.7% |
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