+213.7%
ICE vs TCOM
-9.8%
+223.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.9% |
| 7D | -2.4% | -4.9% | +2.5% | -2.0% |
| 30D | +4.0% | -14.4% | +18.4% | +5.4% |
| 3M | +13.7% | -17.7% | +31.3% | +15.5% |
| 6M | +0.9% | -25.1% | +26.0% | +3.4% |
| YTD | -2.1% | -45.7% | +43.6% | +2.8% |
| 1Y | -9.5% | -47.9% | +38.3% | -4.7% |
| 3Y | +42.1% | +8.9% | +33.1% | +36.7% |
| 5Y | +41.4% | +26.9% | +14.5% | +29.9% |
| All | +213.7% | -9.8% | +223.5% | +183.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 10y: compounded portfolio wealth divided by compounded TCOM 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…
10y analysis · Full analysis span regression · 6 months rolling