+1,598.5%
TSM vs RIG
-49.1%
+1,647.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.0% |
| 7D | -2.1% | -12.2% | +10.1% | -0.6% |
| 30D | -12.5% | -6.0% | -6.5% | -12.0% |
| 3M | -5.0% | -9.4% | +4.4% | -4.2% |
| 6M | -3.2% | -19.1% | +15.9% | -1.6% |
| YTD | +31.5% | +25.4% | +6.1% | +26.6% |
| 1Y | +35.7% | +23.3% | +12.4% | +30.7% |
| 3Y | +323.5% | -22.1% | +345.6% | +315.8% |
| 5Y | +263.4% | +50.1% | +213.2% | +221.9% |
| 10Y | +1,598.5% | -50.7% | +1,649.2% | +1,353.6% |
| All | +1,598.5% | -49.1% | +1,647.6% | +1,353.6% |
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