+213.7%
ICE vs TFC
+98.7%
+114.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -2.4% | -2.4% | 0.0% | -1.7% |
| 30D | +4.0% | -3.4% | +7.4% | +5.0% |
| 3M | +13.7% | +0.4% | +13.2% | +13.3% |
| 6M | +0.9% | +12.7% | -11.7% | -2.8% |
| YTD | -2.1% | +5.6% | -7.7% | -4.2% |
| 1Y | -9.5% | +16.0% | -25.5% | -13.9% |
| 3Y | +42.1% | +94.0% | -51.9% | +13.7% |
| 5Y | +41.4% | +16.2% | +25.2% | +28.5% |
| All | +213.7% | +98.7% | +114.9% | +102.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 10y: compounded portfolio wealth divided by compounded TFC 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…
10y analysis · Full analysis span regression · 6 months rolling