-21.2%
TMUS vs ICE
+21.0%
-42.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.3% | +0.7% | +2.7% |
| 7D | +7.5% | +12.2% | -4.7% | +5.7% |
| 30D | -3.3% | +15.0% | -18.3% | -5.1% |
| 3M | -9.7% | +17.6% | -27.3% | -11.2% |
| 6M | -17.2% | +12.6% | -29.8% | -20.6% |
| YTD | -20.3% | +9.1% | -29.5% | -24.6% |
| 1Y | -21.2% | +20.6% | -41.8% | -25.8% |
| All | -21.2% | +21.0% | -42.2% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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