+39.1%
TMUS vs ICE
+47.5%
-8.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.0% | -1.4% | -3.0% |
| 7D | +0.1% | -0.7% | +0.7% | +0.2% |
| 30D | +5.3% | +7.6% | -2.4% | +3.4% |
| 3M | +3.1% | +13.9% | -10.8% | -0.3% |
| 6M | -16.5% | -2.4% | -14.1% | -16.7% |
| YTD | -9.2% | +0.3% | -9.4% | -10.6% |
| 1Y | -26.5% | -6.4% | -20.1% | -25.9% |
| All | +39.1% | +47.5% | -8.5% | +26.1% |
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