+2,516.3%
ICE vs TFC
+160.4%
+2,355.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.2% |
| 7D | +1.0% | +0.3% | +0.7% | +0.9% |
| 30D | +11.4% | +9.2% | +2.3% | +7.2% |
| 3M | +16.2% | -2.9% | +19.1% | +17.5% |
| 6M | +12.5% | +3.5% | +9.0% | +10.1% |
| YTD | +8.6% | +5.4% | +3.1% | +4.7% |
| 1Y | +18.4% | +17.3% | +1.0% | +8.8% |
| 3Y | +66.4% | +96.7% | -30.2% | +16.1% |
| 5Y | +37.2% | -1.1% | +38.3% | +24.5% |
| 10Y | +244.8% | +84.7% | +160.1% | +96.0% |
| All | +2,516.3% | +160.4% | +2,355.8% | +1,002.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling