+51.1%
ICE vs TLN
+589.3%
-538.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.8% |
| 7D | -0.9% | +5.8% | -6.7% | -1.0% |
| 30D | +4.0% | -6.9% | +10.8% | +4.1% |
| 3M | +11.0% | -10.9% | +21.9% | +11.0% |
| 6M | -5.0% | -4.6% | -0.3% | -5.3% |
| YTD | -2.7% | -14.7% | +12.0% | -2.8% |
| 1Y | -8.6% | -17.9% | +9.3% | -8.7% |
| 3Y | +41.4% | +483.9% | -442.5% | +28.4% |
| All | +51.1% | +589.3% | -538.2% | +36.4% |
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