+245.7%
TSM vs RIG
+39.4%
+206.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +3.7% |
| 7D | -2.5% | -17.0% | +14.5% | +0.3% |
| 30D | -14.3% | -6.2% | -8.1% | -13.6% |
| 3M | -7.2% | -1.7% | -5.5% | -7.5% |
| 6M | -5.1% | -19.2% | +14.1% | -3.0% |
| YTD | +28.9% | +25.2% | +3.7% | +21.8% |
| 1Y | +37.1% | +29.9% | +7.2% | +28.6% |
| 3Y | +341.5% | -21.3% | +362.8% | +323.0% |
| 5Y | +245.7% | +40.5% | +205.2% | +177.3% |
| All | +245.7% | +39.4% | +206.3% | +177.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling