+317.8%
TMUS vs RIG
-44.3%
+362.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.3% |
| 7D | -5.3% | -8.2% | +2.9% | -4.9% |
| 30D | +0.1% | -0.2% | +0.3% | +0.1% |
| 3M | -0.6% | -2.7% | +2.1% | -0.6% |
| 6M | -17.5% | -7.5% | -10.1% | -17.4% |
| YTD | -11.3% | +38.3% | -49.5% | -13.2% |
| 1Y | -25.4% | +81.8% | -107.2% | -28.3% |
| 3Y | +35.5% | -30.2% | +65.7% | +35.5% |
| 5Y | +41.9% | +59.9% | -18.0% | +30.6% |
| 10Y | +317.8% | -41.9% | +359.7% | +262.7% |
| All | +317.8% | -44.3% | +362.1% | +262.7% |
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 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