+41.0%
TMUS vs RIG
+44.4%
-3.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.9% | +0.8% |
| 7D | +3.6% | -24.5% | +28.1% | +4.5% |
| 30D | -3.4% | -2.8% | -0.6% | -3.4% |
| 3M | -9.5% | +1.6% | -11.0% | -9.7% |
| 6M | -15.2% | -15.9% | +0.7% | -14.9% |
| YTD | -18.9% | +26.9% | -45.8% | -19.9% |
| 1Y | -17.7% | +34.4% | -52.1% | -18.8% |
| 3Y | +15.6% | -21.2% | +36.8% | +15.8% |
| All | +41.0% | +44.4% | -3.4% | +33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling