-6.4%
ICE vs TD
+64.8%
-71.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.7% | -1.8% |
| 7D | -0.7% | +0.3% | -1.0% | -0.7% |
| 30D | +7.6% | +0.4% | +7.2% | +7.5% |
| 3M | +13.9% | +7.6% | +6.3% | +11.2% |
| 6M | -2.4% | +25.0% | -27.3% | -9.5% |
| YTD | +0.3% | +31.0% | -30.7% | -8.8% |
| 1Y | -6.4% | +65.2% | -71.6% | -23.8% |
| All | -6.4% | +64.8% | -71.2% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 1y: compounded portfolio wealth divided by compounded TD 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…
1y analysis · Full analysis span regression · 6 months rolling