+41.3%
ICE vs TD
+123.9%
-82.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.5% |
| 7D | -0.9% | -1.9% | +1.1% | -0.4% |
| 30D | +4.0% | -1.6% | +5.6% | +4.3% |
| 3M | +11.0% | +4.6% | +6.3% | +9.4% |
| 6M | -5.0% | +26.8% | -31.8% | -11.4% |
| YTD | -2.7% | +28.3% | -31.0% | -9.6% |
| 1Y | -8.6% | +60.4% | -69.1% | -20.2% |
| All | +41.3% | +123.9% | -82.6% | +12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling