+234.7%
TMUS vs RIG
-46.5%
+281.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.3% | +5.5% | +4.2% |
| 7D | +5.3% | -17.0% | +22.4% | +6.3% |
| 30D | +13.5% | -6.2% | +19.7% | +13.8% |
| 3M | -4.2% | -1.7% | -2.5% | -4.4% |
| 6M | -11.9% | -19.2% | +7.3% | -11.2% |
| YTD | -15.6% | +25.2% | -40.8% | -17.1% |
| 1Y | -16.8% | +29.9% | -46.7% | -18.5% |
| 3Y | +20.8% | -21.3% | +42.1% | +19.6% |
| 5Y | +48.0% | +40.5% | +7.5% | +37.1% |
| 10Y | +234.7% | -49.6% | +284.3% | +203.6% |
| All | +234.7% | -46.5% | +281.2% | +203.6% |
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 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