+21.4%
TMUS vs RIG
-16.1%
+37.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.1% | -4.8% | -0.6% |
| 7D | +4.9% | +5.7% | -0.8% | +4.9% |
| 30D | +7.7% | -0.7% | +8.4% | +7.7% |
| 3M | -6.8% | -3.1% | -3.6% | -6.8% |
| 6M | -9.7% | -16.3% | +6.6% | -9.7% |
| YTD | -15.0% | +34.1% | -49.1% | -14.3% |
| 1Y | -19.1% | +38.2% | -57.3% | -18.5% |
| 3Y | +21.4% | -15.3% | +36.7% | +21.2% |
| All | +21.4% | -16.1% | +37.5% | +21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling