+4,101.3%
TMO vs RIG
-41.6%
+4,142.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.5% |
| 7D | -0.5% | -8.2% | +7.7% | +0.4% |
| 30D | +1.0% | -0.2% | +1.2% | +1.0% |
| 3M | +22.7% | -2.7% | +25.4% | +22.7% |
| 6M | +19.0% | -7.5% | +26.5% | +19.0% |
| YTD | +4.7% | +38.3% | -33.5% | 0.0% |
| 1Y | +26.0% | +81.8% | -55.8% | +16.3% |
| 3Y | +18.0% | -30.2% | +48.2% | +17.2% |
| 5Y | +8.0% | +59.9% | -52.0% | -6.8% |
| 10Y | +333.8% | -41.9% | +375.7% | +241.8% |
| All | +4,101.3% | -41.6% | +4,142.9% | +2,843.6% |
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