+712.7%
TEL vs RIG
-94.1%
+806.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.1% | -4.8% | -1.4% |
| 7D | +4.5% | +5.7% | -1.2% | +3.5% |
| 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% | +6.6% |
| YTD | -3.9% | +34.1% | -38.0% | -11.2% |
| 1Y | -7.4% | +38.2% | -45.6% | -15.0% |
| 3Y | +81.0% | -15.3% | +96.3% | +72.9% |
| 5Y | +42.3% | +62.5% | -20.2% | +11.1% |
| 10Y | +284.8% | -46.6% | +331.4% | +171.5% |
| All | +712.7% | -94.1% | +806.8% | +830.7% |
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