+1,815.4%
TSM vs RIG
-44.3%
+1,859.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.7% |
| 7D | +4.8% | -8.2% | +13.0% | +5.7% |
| 30D | +4.0% | -0.2% | +4.2% | +4.0% |
| 3M | +2.0% | -2.7% | +4.7% | +2.0% |
| 6M | +25.5% | -7.5% | +33.0% | +25.7% |
| YTD | +44.0% | +38.3% | +5.7% | +37.5% |
| 1Y | +75.4% | +81.8% | -6.4% | +62.1% |
| 3Y | +406.7% | -30.2% | +436.9% | +402.9% |
| 5Y | +285.0% | +59.9% | +225.0% | +238.9% |
| 10Y | +1,815.4% | -41.9% | +1,857.3% | +1,501.6% |
| All | +1,815.4% | -44.3% | +1,859.7% | +1,501.6% |
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