+42.5%
ICE vs TFC
+98.6%
-56.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | 0.0% | -1.7% |
| 7D | -1.2% | +2.2% | -3.4% | -1.6% |
| 30D | +5.0% | -2.5% | +7.4% | +5.5% |
| 3M | +13.9% | +4.5% | +9.3% | +12.7% |
| 6M | -4.4% | +11.0% | -15.4% | -6.8% |
| YTD | -1.9% | +5.9% | -7.8% | -3.5% |
| 1Y | -8.1% | +14.6% | -22.7% | -11.1% |
| 3Y | +42.5% | +96.7% | -54.2% | +23.9% |
| All | +42.5% | +98.6% | -56.1% | +23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling