-8.6%
ICE vs TFC
+13.9%
-22.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | -0.9% | -1.3% | +0.4% | -0.5% |
| 30D | +4.0% | -2.3% | +6.3% | +4.5% |
| 3M | +11.0% | +2.5% | +8.5% | +10.0% |
| 6M | -5.0% | +9.5% | -14.4% | -7.9% |
| YTD | -2.7% | +5.1% | -7.8% | -5.2% |
| 1Y | -8.6% | +15.5% | -24.1% | -14.6% |
| All | -8.6% | +13.9% | -22.6% | -14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling