+328.6%
TMO vs RIG
-41.2%
+369.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.2% |
| 7D | -0.6% | -3.1% | +2.4% | -0.5% |
| 30D | +1.1% | -0.5% | +1.7% | +1.1% |
| 3M | +28.3% | -6.0% | +34.3% | +28.6% |
| 6M | +23.3% | -10.1% | +33.4% | +23.5% |
| YTD | +5.5% | +37.3% | -31.8% | +3.2% |
| 1Y | +24.5% | +73.9% | -49.4% | +20.3% |
| 3Y | +19.6% | -30.2% | +49.7% | +18.3% |
| 5Y | +8.1% | +62.5% | -54.3% | +2.3% |
| All | +328.6% | -41.2% | +369.8% | +314.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling