+42.4%
TEL vs RIG
+62.5%
-20.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.1% | -4.8% | -1.2% |
| 7D | +4.5% | +5.7% | -1.2% | +3.8% |
| 30D | +2.9% | -0.7% | +3.6% | +2.6% |
| 3M | +1.1% | -3.1% | +4.3% | +0.9% |
| 6M | +5.0% | -16.3% | +21.3% | +6.2% |
| YTD | -3.9% | +34.1% | -38.0% | -9.8% |
| 1Y | -7.4% | +38.2% | -45.6% | -13.6% |
| 3Y | +81.0% | -15.3% | +96.3% | +71.9% |
| All | +42.4% | +62.5% | -20.1% | +19.4% |
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