+68.6%
ICE vs TLN
+683.0%
-614.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.2% | -6.2% | +1.0% |
| 7D | +1.0% | +9.1% | -8.0% | +0.9% |
| 30D | +11.4% | -4.1% | +15.5% | +11.5% |
| 3M | +16.2% | +4.4% | +11.7% | +16.0% |
| 6M | +12.5% | -6.0% | +18.5% | +12.5% |
| YTD | +8.6% | -3.1% | +11.7% | +8.2% |
| 1Y | +18.4% | -6.1% | +24.4% | +18.0% |
| 3Y | +66.4% | +575.3% | -508.9% | +50.3% |
| All | +68.6% | +683.0% | -614.5% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling