+13,634.3%
TSM vs RIG
-87.8%
+13,722.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.8% | +5.7% | +3.3% |
| 7D | +2.7% | +0.9% | +1.9% | +2.5% |
| 30D | +3.6% | +13.8% | -10.2% | +1.3% |
| 3M | -3.4% | -6.4% | +3.0% | -2.7% |
| 6M | +20.6% | -8.2% | +28.8% | +21.0% |
| YTD | +41.9% | +41.6% | +0.2% | +31.8% |
| 1Y | +84.4% | +88.7% | -4.3% | +62.6% |
| 3Y | +380.2% | -30.9% | +411.1% | +380.4% |
| 5Y | +275.3% | +57.7% | +217.6% | +204.4% |
| 10Y | +1,751.4% | -39.3% | +1,790.6% | +1,211.4% |
| All | +13,634.3% | -87.8% | +13,722.2% | +13,963.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling