+275.3%
TMUS vs ICE
+683.4%
-408.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.2% |
| 7D | +3.6% | +2.0% | +1.5% | +2.9% |
| 30D | -3.4% | +12.9% | -16.3% | -7.4% |
| 3M | -9.5% | +15.4% | -24.9% | -14.0% |
| 6M | -15.2% | +13.1% | -28.3% | -19.0% |
| YTD | -18.9% | +7.5% | -26.4% | -21.8% |
| 1Y | -17.7% | +18.3% | -36.0% | -23.4% |
| 3Y | +15.6% | +65.9% | -50.3% | -5.2% |
| 5Y | +38.9% | +35.2% | +3.7% | +20.9% |
| 10Y | +245.3% | +266.7% | -21.5% | +108.9% |
| All | +275.3% | +683.4% | -408.2% | +58.5% |
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