+2,316.3%
ICE vs TCOM
+1,176.6%
+1,139.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.8% |
| 7D | -0.7% | -9.5% | +8.9% | +1.5% |
| 30D | +7.6% | -10.7% | +18.3% | +10.2% |
| 3M | +13.9% | -14.6% | +28.6% | +17.5% |
| 6M | -2.4% | -19.3% | +17.0% | +1.8% |
| YTD | +0.3% | -42.9% | +43.2% | +12.0% |
| 1Y | -6.4% | -43.8% | +37.4% | +4.7% |
| 3Y | +43.1% | +2.1% | +41.0% | +32.8% |
| 5Y | +42.1% | +31.2% | +10.9% | +13.9% |
| 10Y | +220.9% | -13.9% | +234.9% | +158.4% |
| All | +2,316.3% | +1,176.6% | +1,139.6% | +554.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling