+670.1%
TEL vs RIG
-93.9%
+764.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.2% | -1.5% |
| 7D | -1.4% | -2.7% | +1.3% | -1.1% |
| 30D | -4.9% | +9.5% | -14.4% | -6.6% |
| 3M | +0.1% | -6.6% | +6.7% | +0.7% |
| 6M | +0.4% | -2.9% | +3.2% | -0.7% |
| YTD | -8.9% | +39.5% | -48.4% | -15.9% |
| 1Y | -0.3% | +82.3% | -82.6% | -12.8% |
| 3Y | +67.6% | -29.6% | +97.2% | +66.2% |
| 5Y | +50.7% | +63.2% | -12.5% | +17.7% |
| 10Y | +288.6% | -45.0% | +333.6% | +172.6% |
| All | +670.1% | -93.9% | +764.0% | +782.0% |
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