+2,614.9%
ICE vs TFC
+160.1%
+2,454.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +3.2% | -1.2% | +4.4% | +3.8% |
| 30D | +14.7% | +7.8% | +7.0% | +11.0% |
| 3M | +19.8% | -3.0% | +22.8% | +21.2% |
| 6M | +15.2% | +5.8% | +9.4% | +11.7% |
| YTD | +12.7% | +5.3% | +7.4% | +8.8% |
| 1Y | +20.4% | +15.7% | +4.7% | +11.4% |
| 3Y | +70.8% | +94.8% | -24.0% | +19.7% |
| 5Y | +43.9% | 0.0% | +43.9% | +29.8% |
| 10Y | +264.8% | +79.0% | +185.8% | +111.0% |
| All | +2,614.9% | +160.1% | +2,454.8% | +1,044.4% |
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