-17.9%
TMUS vs ICE
+18.5%
-36.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | -0.4% |
| 7D | +6.5% | +2.2% | +4.3% | +6.1% |
| 30D | +11.3% | +13.7% | -2.5% | +9.4% |
| 3M | -2.9% | +17.9% | -20.8% | -4.6% |
| 6M | -10.5% | +15.0% | -25.5% | -14.4% |
| YTD | -14.4% | +10.9% | -25.4% | -19.1% |
| 1Y | -17.9% | +17.0% | -34.9% | -21.1% |
| All | -17.9% | +18.5% | -36.4% | -21.1% |
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