+66.4%
ICE vs TFC
+91.2%
-24.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.6% |
| 7D | +1.0% | +0.3% | +0.7% | +0.9% |
| 30D | +11.4% | +9.2% | +2.3% | +9.3% |
| 3M | +16.2% | -2.9% | +19.1% | +16.8% |
| 6M | +12.5% | +3.5% | +9.0% | +11.4% |
| YTD | +8.6% | +5.4% | +3.1% | +6.8% |
| 1Y | +18.4% | +17.3% | +1.0% | +13.7% |
| 3Y | +66.4% | +96.7% | -30.2% | +44.1% |
| All | +66.4% | +91.2% | -24.8% | +44.1% |
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