+290.8%
TMUS vs ICE
+691.4%
-400.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.0% | +3.1% | +3.8% |
| 7D | +5.3% | +1.0% | +4.3% | +5.0% |
| 30D | +13.5% | +11.4% | +2.1% | +9.3% |
| 3M | -4.2% | +16.2% | -20.4% | -9.2% |
| 6M | -11.9% | +12.5% | -24.4% | -15.7% |
| YTD | -15.6% | +8.6% | -24.1% | -18.9% |
| 1Y | -16.8% | +18.4% | -35.1% | -22.5% |
| 3Y | +20.8% | +66.4% | -45.6% | -1.1% |
| 5Y | +48.0% | +37.2% | +10.8% | +28.2% |
| 10Y | +234.7% | +244.8% | -10.1% | +106.7% |
| All | +290.8% | +691.4% | -400.6% | +64.5% |
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