+66.9%
ICE vs TLN
+630.2%
-563.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.1% | -8.1% | -1.1% |
| 7D | +2.0% | -1.3% | +3.3% | +2.0% |
| 30D | +12.9% | -10.5% | +23.4% | +13.1% |
| 3M | +15.4% | +0.1% | +15.3% | +15.3% |
| 6M | +13.1% | -17.4% | +30.5% | +13.4% |
| YTD | +7.5% | -9.7% | +17.1% | +7.2% |
| 1Y | +18.3% | -12.3% | +30.6% | +18.1% |
| 3Y | +65.9% | +528.3% | -462.4% | +49.9% |
| All | +66.9% | +630.2% | -563.4% | +50.4% |
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 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