+2,263.8%
ICE vs TD
+993.3%
+1,270.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.6% |
| 7D | -1.2% | +0.9% | -2.0% | -1.7% |
| 30D | +5.0% | -0.7% | +5.6% | +5.2% |
| 3M | +13.9% | +6.3% | +7.6% | +8.6% |
| 6M | -4.4% | +27.9% | -32.3% | -20.1% |
| YTD | -1.9% | +29.8% | -31.7% | -19.0% |
| 1Y | -8.1% | +63.7% | -71.8% | -35.5% |
| 3Y | +42.5% | +128.3% | -85.8% | -22.9% |
| 5Y | +40.6% | +125.5% | -84.9% | -25.5% |
| 10Y | +217.1% | +296.7% | -79.6% | -0.5% |
| All | +2,263.8% | +993.3% | +1,270.5% | +238.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling