+69.1%
TGT vs RIG
-16.1%
+85.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.1% | -3.8% | -0.1% |
| 7D | +2.6% | +5.7% | -3.1% | +2.0% |
| 30D | +4.7% | -0.7% | +5.4% | +4.3% |
| 3M | +4.6% | -3.1% | +7.7% | +4.2% |
| 6M | +34.9% | -16.3% | +51.2% | +36.5% |
| YTD | +70.9% | +34.1% | +36.8% | +58.7% |
| 1Y | +84.4% | +38.2% | +46.2% | +70.1% |
| 3Y | +69.1% | -15.3% | +84.4% | +59.5% |
| All | +69.1% | -16.1% | +85.2% | +59.5% |
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