-23.6%
TMUS vs RIG
+85.2%
-108.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.1% |
| 7D | -0.3% | -2.7% | +2.4% | -0.2% |
| 30D | +3.1% | +9.5% | -6.4% | +3.2% |
| 3M | +2.4% | -6.6% | +9.1% | +2.6% |
| 6M | -17.1% | -2.9% | -14.2% | -16.6% |
| YTD | -9.1% | +39.5% | -48.5% | -6.0% |
| 1Y | -23.6% | +82.3% | -105.9% | -17.8% |
| All | -23.6% | +85.2% | -108.8% | -17.8% |
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