-21.2%
TMUS vs RIG
+43.0%
-64.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -7.6% | +10.7% | +3.3% |
| 7D | +7.5% | -18.8% | +26.3% | +8.1% |
| 30D | -3.3% | -1.1% | -2.2% | -3.6% |
| 3M | -9.7% | +4.4% | -14.1% | -10.2% |
| 6M | -17.2% | -20.8% | +3.6% | -16.2% |
| YTD | -20.3% | +32.0% | -52.3% | -21.9% |
| 1Y | -21.2% | +39.7% | -61.0% | -22.4% |
| All | -21.2% | +43.0% | -64.3% | -22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling