+36.0%
TSM vs RIG
+43.0%
-7.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -7.6% | +5.4% | -1.7% |
| 7D | -10.0% | -18.8% | +8.8% | -8.6% |
| 30D | -18.5% | -1.1% | -17.4% | -18.6% |
| 3M | -4.9% | +4.4% | -9.3% | -5.6% |
| 6M | -1.0% | -20.8% | +19.8% | +0.6% |
| YTD | +31.3% | +32.0% | -0.7% | +22.0% |
| 1Y | +36.0% | +39.7% | -3.7% | +23.5% |
| All | +36.0% | +43.0% | -7.0% | +23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling