+39.9%
ICE vs TFC
+14.8%
+25.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | -0.9% | -1.3% | +0.4% | -0.6% |
| 30D | +4.0% | -2.3% | +6.3% | +4.5% |
| 3M | +11.0% | +2.5% | +8.5% | +10.2% |
| 6M | -5.0% | +9.5% | -14.4% | -7.1% |
| YTD | -2.7% | +5.1% | -7.8% | -4.1% |
| 1Y | -8.6% | +15.5% | -24.1% | -11.8% |
| 3Y | +41.4% | +95.2% | -53.8% | +20.0% |
| 5Y | +39.9% | +14.5% | +25.4% | +32.6% |
| All | +39.9% | +14.8% | +25.1% | +32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling