+1,228.3%
ICE vs TDG
+12,839.7%
-11,611.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.1% |
| 7D | -0.9% | -2.4% | +1.6% | +0.2% |
| 30D | +4.0% | -8.0% | +12.0% | +7.6% |
| 3M | +11.0% | -10.5% | +21.4% | +15.6% |
| 6M | -5.0% | -11.9% | +7.0% | -0.9% |
| YTD | -2.7% | -15.4% | +12.7% | +3.0% |
| 1Y | -8.6% | -14.2% | +5.6% | -4.1% |
| 3Y | +41.4% | +51.0% | -9.7% | +12.5% |
| 5Y | +39.9% | +126.5% | -86.6% | -9.7% |
| 10Y | +214.9% | +535.6% | -320.7% | +1.0% |
| All | +1,228.3% | +12,839.7% | -11,611.4% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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