+15.6%
TMUS vs ICE
+65.6%
-49.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.2% |
| 7D | +3.6% | +2.0% | +1.5% | +3.0% |
| 30D | -3.4% | +12.9% | -16.3% | -6.3% |
| 3M | -9.5% | +15.4% | -24.9% | -12.6% |
| 6M | -15.2% | +13.1% | -28.3% | -18.2% |
| YTD | -18.9% | +7.5% | -26.4% | -21.6% |
| 1Y | -17.7% | +18.3% | -36.0% | -23.3% |
| 3Y | +15.6% | +65.9% | -50.3% | +9.1% |
| All | +15.6% | +65.6% | -49.9% | +9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling