+41.7%
TGT vs RIG
-30.5%
+72.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.3% |
| 7D | -5.0% | -4.2% | -0.9% | -4.5% |
| 30D | +3.0% | -0.7% | +3.7% | +3.0% |
| 3M | +22.6% | -4.0% | +26.6% | +22.9% |
| 6M | +31.2% | -6.3% | +37.5% | +30.8% |
| YTD | +63.7% | +39.7% | +24.0% | +52.3% |
| 1Y | +78.5% | +78.1% | +0.4% | +58.4% |
| All | +41.7% | -30.5% | +72.2% | +34.1% |
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