+341.5%
TSM vs RIG
-23.7%
+365.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +3.8% |
| 7D | -2.5% | -17.0% | +14.5% | +0.9% |
| 30D | -14.3% | -6.2% | -8.1% | -13.5% |
| 3M | -7.2% | -1.7% | -5.5% | -7.6% |
| 6M | -5.1% | -19.2% | +14.1% | -2.5% |
| YTD | +28.9% | +25.2% | +3.7% | +19.0% |
| 1Y | +37.1% | +29.9% | +7.2% | +25.3% |
| 3Y | +341.5% | -21.3% | +362.8% | +310.2% |
| All | +341.5% | -23.7% | +365.2% | +310.2% |
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