+72.6%
TEL vs RIG
-31.7%
+104.3%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.7% | +5.3% | +3.8% |
| 7D | +1.6% | -3.1% | +4.7% | +2.0% |
| 30D | -0.7% | -0.5% | -0.1% | -0.7% |
| 3M | +2.4% | -6.0% | +8.4% | +3.0% |
| 6M | +4.1% | -10.1% | +14.3% | +4.4% |
| YTD | -5.8% | +37.3% | -43.1% | -12.8% |
| 1Y | +0.9% | +73.9% | -73.0% | -10.9% |
| 3Y | +72.6% | -30.2% | +102.8% | +58.3% |
| All | +72.6% | -31.7% | +104.3% | +58.3% |
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 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