-19.1%
TMUS vs RIG
+34.1%
-53.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.1% | -4.8% | -0.7% |
| 7D | +4.9% | +5.7% | -0.8% | +4.8% |
| 30D | +7.7% | -0.7% | +8.4% | +7.4% |
| 3M | -6.8% | -3.1% | -3.6% | -6.9% |
| 6M | -9.7% | -16.3% | +6.6% | -8.8% |
| YTD | -15.0% | +34.1% | -49.1% | -17.0% |
| 1Y | -19.1% | +38.2% | -57.3% | -21.3% |
| All | -19.1% | +34.1% | -53.3% | -21.3% |
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