+320.5%
TMUS vs ICE
+630.9%
-310.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.0% | -1.4% | -2.7% |
| 7D | +0.1% | -0.7% | +0.7% | +0.3% |
| 30D | +5.3% | +7.6% | -2.4% | +2.5% |
| 3M | +3.1% | +13.9% | -10.8% | -1.7% |
| 6M | -16.5% | -2.4% | -14.1% | -16.2% |
| YTD | -9.2% | +0.3% | -9.4% | -10.2% |
| 1Y | -26.5% | -6.4% | -20.1% | -25.7% |
| 3Y | +39.0% | +43.1% | -4.1% | +20.1% |
| 5Y | +40.4% | +42.1% | -1.7% | +19.7% |
| 10Y | +303.7% | +220.9% | +82.8% | +155.8% |
| All | +320.5% | +630.9% | -310.5% | +82.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling