+309.1%
TMUS vs ICE
+216.5%
+92.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +1.0% |
| 7D | -0.3% | -1.2% | +0.9% | +0.2% |
| 30D | +3.1% | +5.0% | -1.8% | +1.1% |
| 3M | +2.4% | +13.9% | -11.5% | -3.0% |
| 6M | -17.1% | -4.4% | -12.7% | -16.1% |
| YTD | -9.1% | -1.9% | -7.2% | -9.6% |
| 1Y | -23.6% | -8.1% | -15.5% | -22.0% |
| 3Y | +38.8% | +42.5% | -3.7% | +15.8% |
| 5Y | +43.0% | +40.6% | +2.3% | +17.5% |
| 10Y | +309.1% | +217.1% | +92.0% | +143.2% |
| All | +309.1% | +216.5% | +92.6% | +143.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling