+2,234.6%
ICE vs TDY
+1,756.5%
+478.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.7% | -0.6% |
| 7D | -5.3% | -1.9% | -3.5% | -4.4% |
| 30D | +3.0% | -12.5% | +15.5% | +10.2% |
| 3M | +11.4% | -0.8% | +12.2% | +11.0% |
| 6M | -2.0% | -9.0% | +6.9% | +1.5% |
| YTD | -3.1% | +16.8% | -19.9% | -12.7% |
| 1Y | -8.4% | +9.5% | -17.8% | -14.9% |
| 3Y | +40.7% | +45.4% | -4.7% | +9.6% |
| 5Y | +40.0% | +37.8% | +2.1% | +9.8% |
| 10Y | +213.5% | +470.2% | -256.7% | -5.5% |
| All | +2,234.6% | +1,756.5% | +478.1% | +216.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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