+320.5%
TMUS vs RIG
-92.3%
+412.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.8% | -0.6% | -3.1% |
| 7D | +0.1% | +0.9% | -0.8% | 0.0% |
| 30D | +5.3% | +13.8% | -8.6% | +3.6% |
| 3M | +3.1% | -6.4% | +9.5% | +3.6% |
| 6M | -16.5% | -8.2% | -8.3% | -16.2% |
| YTD | -9.2% | +41.6% | -50.8% | -13.7% |
| 1Y | -26.5% | +88.7% | -115.2% | -33.0% |
| 3Y | +39.0% | -30.9% | +69.9% | +38.2% |
| 5Y | +40.4% | +57.7% | -17.3% | +16.9% |
| 10Y | +303.7% | -39.3% | +343.0% | +197.4% |
| All | +320.5% | -92.3% | +412.8% | +336.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling