-26.5%
TMUS vs ICE
-7.2%
-19.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.0% | -1.4% | -3.2% |
| 7D | +0.1% | -0.7% | +0.7% | +0.2% |
| 30D | +5.3% | +7.6% | -2.4% | +4.5% |
| 3M | +3.1% | +13.9% | -10.8% | +1.0% |
| 6M | -16.5% | -2.4% | -14.1% | -18.5% |
| YTD | -9.2% | +0.3% | -9.4% | -12.3% |
| 1Y | -26.5% | -6.4% | -20.1% | -26.6% |
| All | -26.5% | -7.2% | -19.3% | -26.6% |
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