+264.9%
ICE vs TFC
+79.2%
+185.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | 0.0% |
| 7D | +3.6% | +2.3% | +1.4% | +3.0% |
| 30D | +15.1% | +10.8% | +4.3% | +11.8% |
| 3M | +15.4% | -3.8% | +19.1% | +16.5% |
| 6M | +16.1% | +9.6% | +6.6% | +12.9% |
| YTD | +11.4% | +5.8% | +5.6% | +8.9% |
| 1Y | +18.5% | +16.2% | +2.3% | +12.8% |
| 3Y | +70.5% | +96.0% | -25.4% | +36.6% |
| 5Y | +40.9% | +1.7% | +39.2% | +34.2% |
| All | +264.9% | +79.2% | +185.6% | +150.4% |
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