+239.9%
TMUS vs RIG
-48.2%
+288.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | +6.5% | +4.3% | +2.2% | +6.3% |
| 30D | +11.3% | -5.8% | +17.1% | +11.4% |
| 3M | -2.9% | -6.7% | +3.8% | -2.7% |
| 6M | -10.5% | -18.7% | +8.1% | -9.9% |
| YTD | -14.4% | +28.8% | -43.2% | -16.1% |
| 1Y | -17.9% | +28.8% | -46.7% | -19.6% |
| 3Y | +21.9% | -20.0% | +41.9% | +20.6% |
| 5Y | +52.1% | +56.0% | -3.9% | +40.0% |
| All | +239.9% | -48.2% | +288.1% | +208.4% |
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 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