+18.5%
ICE vs TLN
+1.6%
+16.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.1% | +0.3% |
| 7D | +3.6% | +11.0% | -7.4% | +4.0% |
| 30D | +15.1% | +4.9% | +10.2% | +15.4% |
| 3M | +15.4% | +4.9% | +10.5% | +15.8% |
| 6M | +16.1% | +7.1% | +9.0% | +16.2% |
| YTD | +11.4% | +0.3% | +11.0% | +11.5% |
| 1Y | +18.5% | +5.9% | +12.6% | +18.0% |
| All | +18.5% | +1.6% | +16.9% | +18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling