+52.3%
ICE vs TLN
+602.5%
-550.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.8% | -4.9% | -2.2% |
| 7D | -1.2% | +10.9% | -12.1% | -1.4% |
| 30D | +5.0% | -6.3% | +11.3% | +5.1% |
| 3M | +13.9% | -10.7% | +24.6% | +13.9% |
| 6M | -4.4% | +1.6% | -6.0% | -4.9% |
| YTD | -1.9% | -13.1% | +11.2% | -2.0% |
| 1Y | -8.1% | -15.1% | +6.9% | -8.2% |
| 3Y | +42.5% | +495.0% | -452.5% | +29.4% |
| All | +52.3% | +602.5% | -550.2% | +37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling